varEst: Variance Estimation

Error variance estimation in ultrahigh dimensional datasets with four different methods, viz. Refitted cross validation, k-fold refitted cross validation, Bootstrap-refitted cross validation, Ensemble method.

Version: 0.1.0
Imports: SAM, caret, lm.beta, glmnet
Published: 2019-09-23
DOI: 10.32614/CRAN.package.varEst
Author: Sayanti Guha Majumdar, Anil Rai, Dwijesh Chandra Mishra
Maintainer: Sayanti Guha Majumdar <sayanti23gm at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: varEst results

Documentation:

Reference manual: varEst.pdf

Downloads:

Package source: varEst_0.1.0.tar.gz
Windows binaries: r-devel: varEst_0.1.0.zip, r-release: varEst_0.1.0.zip, r-oldrel: varEst_0.1.0.zip
macOS binaries: r-release (arm64): varEst_0.1.0.tgz, r-oldrel (arm64): varEst_0.1.0.tgz, r-release (x86_64): varEst_0.1.0.tgz, r-oldrel (x86_64): varEst_0.1.0.tgz

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