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.