An R package reimplementing of Regularization Methods for High-Dimensional Instrumental Variables Regression With an Application to Genetical Genomics.
The original code is written by Lin Wei on his website
Install package by running:
library(devtools)
install_github("XingruiWang/iv2sr")
[1] Lin W, Feng R, Li H. Regularization Methods for High-Dimensional Instrumental Variables Regression With an Application to Genetical Genomics. J Am Stat Assoc. 2015;110(509):270-288. doi: 10.1080/01621459.2014.908125. PMID: 26392642; PMCID: PMC4573639.