lixiongyang / spaddinf

Statistical inference in sparse high-dimensional additive models

spaddinf

Fit two-step estimator for inference in sparse high-dimensional additive models.

This is an R package which accompanies the paper:

Gregory, K., Mammen, E., Wahl, M. (2021). Statistical inference in sparse high-dimensional additive models. Annals of Statistics 49(3), 1514-1536.

Find the paper on the page https://imstat.org/journals-and-publications/annals-of-statistics/annals-of-statistics-future-papers/

See the package documentation and vignette for details. Install with the R commands:

install.packages("devtools")

devtools::install_github("gregorkb/spaddinf")