Depends: R (>= 3.0), glmnet, foreach, MASS, iterators

Description: Mimics the lm() function found in the package stats to fit
Depends: R (>= 3.0), glmnet, foreach, MASS, iterators, Matrix

Authors@R: c(person("Martin", "Spindler", email="spindler@mea.mpisoc.mpg.de", role=c("cre", "aut")), person("Victor", "Chernozhukov", role="aut"), person("Christian", "Hansen", role="aut"))
Description: Implementation of selected high-dimensional statistical and econometric methods for estimation and inference. Efficient estimators and  uniformly valid confidence intervals for various low-dimensional causal/structural parameters are provided which appear in high-dimensional approximately sparse models. Including functions for fitting heteroscedastic robust Lasso regressions with non-Gaussian errors and for instrumental variable (IV) and treatment effect estimation in a high-dimensional setting. Moreover, the methods enable valid post-selection inference and rely on a theoretically grounded, data-driven choice of the penalty.
Imports: MASS, glmnet, ggplot2, checkmate

Description: Implementation of selected high-dimensional statistical and
econometric methods for estimation and inference. Efficient estimators and
uniformly valid confidence intervals for various low-dimensional causal/
structural parameters are provided which appear in high-dimensional
approximately sparse models. Including functions for fitting heteroscedastic
robust Lasso regressions with non-Gaussian errors and for instrumental variable
(IV) and treatment effect estimation in a high-dimensional setting. Moreover,
the methods enable valid post-selection inference and rely on a theoretically
grounded, data-driven choice of the penalty.
Imports: MASS, glmnet, ggplot2, checkmate, Formula, methods

Authors@R: c(person("Martin", "Spindler", email="martin.spindler@gmx.de", role=c("cre", "aut")), person("Victor", "Chernozhukov", role="aut"), person("Christian", "Hansen", role="aut"))
Chernozhukov, Hansen, Spindler (2016) <arXiv:1603.01700>.