xizepu/selective-inference

Software for selective inference

The selection project

This project contains software for selective inference, with emphasis on selective inference in regression.

Some key references:

• A significance test for the lasso: http://arxiv.org/abs/1301.7161
• Tests in adaptive regression via the Kac-Rice formula: http://arxiv.org/abs/1308.3020
• Post-selection adaptive inference for Least Angle Regression and the Lasso: http://arxiv.org/abs/1401.3889
• Exact post-selection inference with the lasso: http://arxiv.org/abs/1311.6238
• Exact Post Model Selection Inference for Marginal Screening: http://arxiv.org/abs/1402.5596

To install, read INSTALL.