Package: PoSIAdjRSquared 0.0.0.1
Sarah Pirenne
PoSIAdjRSquared: Post-Selection Inference for Adjusted R Squared
Conduct post-selection inference for regression coefficients in linear models after they have been selected by adjusted R squared. The p-values and confidence intervals are valid after model selection with the same data. This allows the user to use all data for both model selection and inference without losing control over the type I error rate. The provided tests are more powerful than data splitting, which bases inference on less data since it discards all information used for selection.
Authors:
PoSIAdjRSquared_0.0.0.1.tar.gz
PoSIAdjRSquared_0.0.0.1.tar.gz(r-4.5-noble)PoSIAdjRSquared_0.0.0.1.tar.gz(r-4.4-noble)
PoSIAdjRSquared_0.0.0.1.tgz(r-4.4-emscripten)PoSIAdjRSquared_0.0.0.1.tgz(r-4.3-emscripten)
PoSIAdjRSquared.pdf |PoSIAdjRSquared.html✨
PoSIAdjRSquared/json (API)
# Install 'PoSIAdjRSquared' in R: |
install.packages('PoSIAdjRSquared', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 months agofrom:ead3c8e9e9. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 25 2024 |
R-4.5-linux | OK | Dec 25 2024 |
Exports:compute_ci_with_specified_intervalconstruct_adj_r_squaredconstruct_selection_eventconstruct_test_statisticdatagen.normdatagen.norm.interceptequal_tailed_intervalffind_rootfit_all_subset_linear_modelsfit_specified_size_subset_linear_modelspivot_with_specified_intervalpostselp_value_specified_intervalsolve_selection_event
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Compute post-selection confidence interval with specified interval | compute_ci_with_specified_interval |
Construct adjusted R squared | construct_adj_r_squared |
Construct selection event | construct_selection_event |
Construct test statistic | construct_test_statistic |
Data generation normal | datagen.norm |
Data generation normal with intercept | datagen.norm.intercept |
Equal tailed interval | equal_tailed_interval |
f | f |
Find root | find_root |
Fit all subset linear models | fit_all_subset_linear_models |
Fit all linear models of a specified size | fit_specified_size_subset_linear_models |
Pivot with specified interval | pivot_with_specified_interval |
Post-selection p-value specified interval | postselp_value_specified_interval |
Solve selection event | solve_selection_event |