Package index

All functions

BS_SPSP()

BS_SPSP Function to conduct residual bootstrap and SPSP selection method. It generate bootstrap_rep copies of different bootstrap samples through the residual bootstrap and obtain bootstrap models and estimates. It supports differen method embeded in the SPSP function, such as approach lasso.glmnet, adalasso.glmnet, adalassoCV.glmnet.

BS_adalasso_refit()

BS_adalasso_refit Function to conduct residual bootstrap and adaptive lasso selection method. It generate bootstrap_rep different bootstrap samples through risidual bootstrap and obtain bootstrap models and estimates.

Boston2

A subset of the original Boston dataset in MASS package

adalasso_refit()

adalasso conducts adaptive lasso method to selection covariates by using glmnet. This function utilize cross-validation to find optimal lambda (lambda.min) and penalty factors for the adaptive lasso.

print(<ssci>)

Print ssci

sim_data

A simulation data for illustration purpose

ssci()

ssci function to construct the sparsified simultaneous confidence intervals.

ssci_plot()

ssci_plot function to generate SSCI plot for the simultaneous confidence intervals and all bootstrap models. This plot shows from the intervals with all positive bounds, to above x-axis(cover x-axis), below x-axis(cover x-a), then, all negative.