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epsiwal

Exact Post Selection Inference with Applications to the Lasso

v0.2.0 · Jun 9, 2026 · LGPL-3

Description

Implements the conditional estimation procedure of Lee, Sun, Sun and Taylor (2016) <doi:10.1214/15-AOS1371>. This procedure allows hypothesis testing on the mean of a normal random vector subject to linear constraints. Also supports computation of the MLE of the mean subject to the same constraints.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
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Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 13, 2026
NOTE 11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 11, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Steven E. Pav <shabbychef@gmail.com>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Steven E. Pav <shabbychef@gmail.com>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
WARNING 11 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE May 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Steven E. Pav <shabbychef@gmail.com>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
WARNING r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Steven E. Pav <shabbychef@gmail.com>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Steven E. Pav <shabbychef@gmail.com>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Steven E. Pav <shabbychef@gmail.com>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Reverse Dependencies (1)

imports

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Dependencies Reverse dependencies SharpeR epsiwal

Version History

2 tracked
updated 0.2.0 ← 0.1.0 diff Jun 10, 2026
new 0.1.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jul 2, 2019. Releases before tracking aren’t shown.