phd: Permutation Testing in High-Dimensional Linear Models
Provides permutation methods for testing in high-dimensional linear models.
The tests are often robust against heteroscedasticity and non-normality
and usually perform well under anti-sparsity.
See Hemerik, Thoresen and Finos (2021) <doi:10.1080/00949655.2020.1836183>.
Version: |
0.2 |
Imports: |
methods, stats, glmnet |
Published: |
2022-01-06 |
Author: |
Jesse Hemerik, Livio Finos |
Maintainer: |
Jesse Hemerik <jesse.hemerik at wur.nl> |
License: |
GPL-2 | GPL-3 [expanded from: GNU General Public License] |
NeedsCompilation: |
no |
CRAN checks: |
phd results |
Documentation:
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