# SSCI: an R Package of the new sparsified simultaneous confidence intervals (SSCI) for high-dimensional linear models

## Overview

This package implements a new notion called sparsified simultaneous confidence intervals (SSCI) for high-dimensional linear models, as presented in Zhu et al. (2024). This package can generate a group of intervals containing the true coefficient vector of a high-dimensional linear model simultaneously with a prespecified confidence level. The intervals are sparse in the sense that some of the intervals’ upper and lower bounds are shrunk to zero (i.e., [0,0]), indicating the unimportance of the corresponding covariates. These covariates should be excluded from the final model. The remaining intervals, either containing zero (e.g., [-1,1] or [0,1]) or not containing zero (e.g., [2,3]), indicate the plausible and significant covariates, respectively. This package also provides a visualization tool, the SSCI plot, which visualizes these intervals. The package can construct the SSCI based on different selection procedures.

## Installation

The `SSCI`

package will be available on SSCI CRAN soon.

### Install `SSCI`

development version from GitHub (recommended)

```
# Install the development version from GitHub
if (!requireNamespace("devtools")) install.packages("devtools")
devtools::install_github("XiaoruiZhu/SSCI")
```

### Install `SSCI`

from the CRAN

```
# Install from CRAN
install.packages("SSCI")
```