GRPtests: Goodness-of-fit tests for high-dimensional GLMs

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.

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.