R package: CRAN
Github
Goodness-of-fit tests for (high-dimensional) logistic regression and
other generalized linear models. Tests for significance of groups of
variables in high-dimensional generalized linear models.
Available at CRAN.
GRPtests: Goodness-of-fit tests for high-dimensional GLMs
Graph-inference: De-biased graphical lasso
R package
The package provides confidence intervals for edges in high-dimensional undirected
Gaussian graphical models and p-values
for testing their significance. For the
high-dimensional case, confidence intervals
and tests are based on a de-biased version of the graphical lasso
or the nodewise (neighbourhood) lasso.
For the low-dimensional case, confidence
intervals can be computed using the precision matrix estimator.