swMATH ID: 22818
Software Authors: Lukas Meier, Ruben Dezeure, Nicolai Meinshausen, Martin Maechler, Peter Buehlmann
Description: R package hdi: High-Dimensional Inference. Implementation of multiple approaches to perform inference in high-dimensional models.
Homepage: https://cran.r-project.org/web/packages/hdi/index.html
Source Code:  https://github.com/cran/hdi
Keywords: de-biased lasso; de-sparsified lasso; Gaussian approximation for maxima; high-dimensional linear model; heteroscedastic errors; multiple testing; Westfall-Young method
Related Software: covTest; R; selectiveInference; glmnet; GitHub; hierinf; conformalInference; CorrT; hdm; bootstrap; fregion; MultinomialCI; fda (R); hierGWAS; missForest; MICE; leapp; DDL; Eigenstrat; CRAN
Cited in: 30 Publications

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