Package index

Current CPSS–SM / Ridge workflow

cpss_select_core()

Select a stable high-dimensional submodel core with CPSS

fit_cpss_sm()

Fit the CPSS-guided exact-null submodel endpoint

fit_cpss_ridge_shrinkage()

CPSS–SM shrinkage toward an all-predictor dual-Ridge endpoint

Estimates and predictions

coef(<hd_shrinkage_fit>)

Extract coefficients from a high-dimensional shrinkage fit

predict(<hd_shrinkage_fit>)

Predict from a high-dimensional shrinkage fit

Retained frameworks and inference

fit_hd_shrinkage()

Restriction-adaptive shrinkage in a high-dimensional linear model

fit_partial_sqrt_lasso_shrinkage()

High-dimensional square-root-LASSO shrinkage toward an exact coordinate null

fit_ridge_mcp_shrinkage()

Tmax-guided shrinkage between all-X Ridge and all-X MCP estimators

sqrt_lasso_hd()

Fit a square-root lasso model with an RcppArmadillo solver

estimate_precision_rows()

Estimate target rows of a high-dimensional precision matrix

max_score_test_hd()

Conditional-Gaussian exact-null maximum partial-t test

max_test_hd()

Multiplier-bootstrap maximum test from debiased influence scores

Package and low-level numerical utilities

HDMaxShrink HDMaxShrink-package

HDMaxShrink: test-guided high-dimensional shrinkage