glmnetSE: Add Nonparametric Bootstrap SE to 'glmnet' for Selected Coefficients (No Shrinkage)

Builds a LASSO, Ridge, or Elastic Net model with 'glmnet' or 'cv.glmnet' with bootstrap inference statistics (SE, CI, and p-value) for selected coefficients with no shrinkage applied for them. Model performance can be evaluated on test data and an automated alpha selection is implemented for Elastic Net. Parallelized computation is used to speed up the process. The methods are described in Friedman et al. (2010) <doi:10.18637/jss.v033.i01> and Simon et al. (2011) <doi:10.18637/jss.v039.i05>.

Version: 0.0.1
Depends: R (≥ 4.0.0)
Imports: boot, glmnet, graphics, parallel, stats
Published: 2021-11-05
Author: Sebastian Bahr [cre, aut]
Maintainer: Sebastian Bahr <sebastian.bahr at unibe.ch>
BugReports: https://github.com/sebastianbahr/glmnetSE/blob/main/issues
License: GPL-3
URL: https://github.com/sebastianbahr/glmnetSE
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: glmnetSE results

Documentation:

Reference manual: glmnetSE.pdf

Downloads:

Package source: glmnetSE_0.0.1.tar.gz
Windows binaries: r-devel: glmnetSE_0.0.1.zip, r-release: glmnetSE_0.0.1.zip, r-oldrel: glmnetSE_0.0.1.zip
macOS binaries: r-release (arm64): glmnetSE_0.0.1.tgz, r-release (x86_64): glmnetSE_0.0.1.tgz, r-oldrel: glmnetSE_0.0.1.tgz

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