Statistical Inference in High Dimensional Regression
Overview
The goal of SIHR is to provide inference procedures in the high-dimensional generalized linear regression setting for: (1) linear functionals doi:10.48550/arXiv.1904.12891 doi:10.48550/arXiv.2012.07133, (2) conditional average treatment effects, (3) quadratic functionals doi:10.48550/arXiv.1909.01503, (4) inner product, (5) distance.
Bug fixes
- **CVXR 1.8 compatibility**: Updated to work with CVXR 1.8.x which introduced breaking API changes. The package now supports both CVXR 1.0.x and 1.8.x:
- Replaced deprecated
getValue()with newvalue()API - Replaced
result$statuswithstatus(prob)where applicable - Treat
optimal_inaccurateas successful (CVXR 1.8 may return this instead ofoptimal) - **Robust error handling in
compute_direction()**: Fixed vignette build failure (object 'direction' not found) when CVXR throws errors (e.g., on CRAN check servers). The function now reliably falls back to the diagonal approximation when CVXR fails, usingis.null(direction)instead of<<-assignment which could fail with rlang-based errors. - **Numerical stability**: Added safeguard against near-zero diagonal elements in the fallback Sigma.hat when using the diagonal approximation.
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-29
Show 1 earlier changeHide 1 earlier change
- ERROR5 OK, 9 ERROR2026-03-10
Documentation
- Help pages
- 21 (16 internal)
- Examples that run
- 25%5 run in a plain check · 15 never run
- Exported functions with examples
- 83%
- Documented parameters
- 100%
- Return-value docs
- 83%
- Help pages citing references
- 0%
- Quick Start to SIHR HTML
- Intro of Methods PDF
- Intro of Usage PDF
Downloads
Repository
3 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/zywang0701/sihr on 2026-10-21.
Dependencies
Installing SIHR adds 17 packages (14 with compiled code, 19 MB of source tarballs). Heaviest: clarabel 5.7 MB, glmnet 2.7 MB, Rcpp 1.8 MB.
Code & Tests
People & History
Previously maintained by Prabrisha Rakshit (0.1.0 to 0.2.0).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 2.1.1Latest
- RR 4.5.0 released · 2025-04-11
- 2.1.02024-04-24 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 2.0.12023-04-09 · diff ↗
- 2.0.0
- 1.1.02022-09-26 · diff ↗
- 1.0.12022-08-10 · diff ↗
- 1.0.02022-07-25 · diff ↗ ·
removed 5 exports
Direction_fixedtuning, Direction_searchtuning, GLM_binary, ITE_Logistic, LF_logisticadded 1 export
ci - RR 4.2.0 released · 2022-04-22
- 0.2.0
- 0.1.02021-06-14
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-06-14
- Total releases
- 9 / 5 yrs
- License
- GPL-3 OSI
- Download size
- 695 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("SIHR")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.32614/rj-2024-028.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.