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Statistical Inference in High Dimensional Regression

1packages depend
19.6Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Changes in 2.1.1

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 new value() API
  • Replaced result$status with status(prob) where applicable
  • Treat optimal_inaccurate as successful (CVXR 1.8 may return this instead of optimal)
  • **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, using is.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

CRAN checks
13OK
Slowest check: 2.8 min · r-oldrel-windows-x86_64
Status changes
  • 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
Advisories

none known

Documentation

In release 2.1.1
READMEYes · 390 wordsVignettesYes · 3 · dynamicNEWSYes · 67% structured · mentions 2.1.1Citation fileYes · cites a publicationWebsiteYes · pkgdown
Cites an R Journal article
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%

Downloads

19.6K
CRAN downloads in the past year
Rank #7,751 · ~54/day · ~1.6K/mo
Daily download trend is not available in this view yet.
46730 days
1.2K90 days
19.6K1 year
Compare downloads with other packages →
Also on78 r2u4 autocran

Repository

2Stars
0Forks
0Open issues
0Open PRs
0Releases
32Commits
1Commit identities
32 commits · Last activity 2024-04-30 · The default branch showed an older version (2.1.0) than CRAN on 2026-10-21
Responsiveness
not measured
PracticesBeta

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.

Docs source (2)
pkgdown

GitHub Pages site last deployed 2024-04-30

Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

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.

Depends (0)
none
Imports (3)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Depends, Imports or LinkingTo, most downloaded first

People & History

People (4)
Author, Maintainer since 1.0.0 (2022) · added in 1.0.0
Author · added in 1.0.0
Author · added in 1.0.0
Author · added in 1.0.0

Previously maintained by Prabrisha Rakshit (0.1.0 to 0.2.0).

Releases (9)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 2.1.1Latest
    record
    2026-03-23 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 2.1.0
    record
    2024-04-24 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 2.0.1
    record
    2023-04-09 · diff ↗
  • 2.0.0
    record
    2023-04-06 · diff ↗ ·
    removed 1 export
    ITE
    added 3 exports
    CATE, Dist, InnProd
  • 1.1.0
    record
    2022-09-26 · diff ↗
  • 1.0.1
    record
    2022-08-10 · diff ↗
  • 1.0.0
    record
    2022-07-25 · diff ↗ ·
    removed 5 exports
    Direction_fixedtuning, Direction_searchtuning, GLM_binary, ITE_Logistic, LF_logistic
    added 1 export
    ci
  • R
    R 4.2.0 released · 2022-04-22
  • 0.2.0
    record
    2021-10-07 · diff ↗ ·
    added 1 export
    GLM_binary
  • 0.1.0
    record
    2021-06-14
  • R
    R 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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for SIHR version 2.1.1 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

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.

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