Confidence intervals and p-values for parameters chosen by the (randomized) lasso, valid after selection. Implements the polyhedral approach of Lee, Sun, Sun and Taylor (2016) <doi:10.1214/15-AOS1371>, the randomized response of Tian and Taylor (2018) <doi:10.1214/17-AOS1564> and the exact randomized inference of Panigrahi, Fry and Taylor (2024) <doi:10.1093/biomet/asae019>, with the truncated bivariate normal computations of Liu (2023) <doi:10.48550/arXiv.2308.10346>. Includes inference for user-specified estimands, screening of inactive variables and problems fitted by 'glmnet'. Computations use a 'C++' backend with matrix-free linear operators for wide designs.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | methods, mvtnorm, R6, Rcpp, stats |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | glmnet (≥ 5.1), knitr, rmarkdown, testthat |
| Published: | 2026-10-20 |
| DOI: | 10.32614/CRAN.package.lassoinf (may not be active yet) |
| Author: | Jonathan Taylor [aut, cre, cph], Kevin Fry [aut], Snigdha Panigrahi [aut], Sifan Liu [ctb, cph] (truncated bivariate normal computations, see inst/COPYRIGHTS) |
| Maintainer: | Jonathan Taylor <jtaylo at stanford.edu> |
| BugReports: | https://github.com/jonathan-taylor/lassoinf/issues |
| License: | BSD_3_clause + file LICENSE |
| Copyright: | See inst/COPYRIGHTS for the code adapted from Sifan Liu
(MIT). lassoinf copyright details |
| URL: | https://github.com/jonathan-taylor/lassoinf |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | lassoinf results |
| Package source: | lassoinf_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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