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	WARNING	137
source / vignettes	ERROR	225
linux-release	WARNING	126
macos-release	WARNING	184
macos-oldrel	WARNING	204
windows-devel	WARNING	90
windows-release	WARNING	92
windows-oldrel	WARNING	115
wasm-release	OK	126

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