Package: SIHR 2.1.0

Zijian Guo

SIHR: Statistical Inference in High Dimensional Regression

The goal of SIHR is to provide inference procedures in the high-dimensional generalized linear regression setting for: (1) linear functionals <doi:10.48550/arXiv.1904.12891> <doi:10.48550/arXiv.2012.07133>, (2) conditional average treatment effects, (3) quadratic functionals <doi:10.48550/arXiv.1909.01503>, (4) inner product, (5) distance.

Authors:Zhenyu Wang [aut], Prabrisha Rakshit [aut], Tony Cai [aut], Zijian Guo [aut, cre]

# Install 'SIHR' in R:

install.packages('SIHR', repos = c('https://zywang0701.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Last updated from:f7e6b78586. Checks:7 WARNING, 1 ERROR, 1 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	WARNING	153
source / vignettes	ERROR	175
linux-release-x86_64	WARNING	162
macos-release-arm64	WARNING	144
macos-oldrel-arm64	WARNING	82
windows-devel	WARNING	91
windows-release	WARNING	117
windows-oldrel	WARNING	107
wasm-release	OK	132

Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.

Help page	Topics
Inference for difference of linear combinations of the regression vectors in high dimensional generalized linear regressions	CATE
Inference for weighted quadratic functional of difference of the regression vectors (excluding the intercept term) in high dimensional generalized linear regressions.	Dist
Inference for weighted inner product of the regression vectors in high dimensional generalized linear regressions	InnProd
Inference for linear combination of the regression vector in high dimensional generalized linear regression	LF
Inference for quadratic forms of the regression vector in high dimensional generalized linear regressions	QF