MaximinInfer: Inference for Maximin Effects in High-Dimensional Settings

Implementation of the sampling and aggregation method for the covariate shift maximin effect, which was proposed in <doi:10.48550/arXiv.2011.07568>. It constructs the confidence interval for any linear combination of the high-dimensional maximin effect.

Version: 2.0.0
Depends: R (≥ 2.10)
Imports: MASS, stats, CVXR, glmnet, intervals, SIHR
Suggests: knitr, rmarkdown
Published: 2023-04-12
DOI: 10.32614/CRAN.package.MaximinInfer
Author: Zhenyu Wang; Zijian Guo
Maintainer: Zhenyu Wang <zw425 at stat.rutgers.edu>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: MaximinInfer results

Documentation:

Reference manual: MaximinInfer.pdf

Downloads:

Package source: MaximinInfer_2.0.0.tar.gz
Windows binaries: r-devel: MaximinInfer_2.0.0.zip, r-release: MaximinInfer_2.0.0.zip, r-oldrel: MaximinInfer_2.0.0.zip
macOS binaries: r-release (arm64): MaximinInfer_2.0.0.tgz, r-oldrel (arm64): MaximinInfer_2.0.0.tgz, r-release (x86_64): MaximinInfer_2.0.0.tgz, r-oldrel (x86_64): MaximinInfer_2.0.0.tgz
Old sources: MaximinInfer archive

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