Package index • lmFScreen

Main Functions

lmFScreen(): lmFScreen: Valid F-screening

lmFScreen.fit(): lmFScreen.fit: Valid F-screening

coef(<lmFScreen>): Extract Coefficients from an lmFScreen Model

confint(<lmFScreen>): Compute Confidence Intervals for an lmFScreen Model

summary(<lmFScreen>): Summarize an lmFScreen Model

print(<lmFScreen>): Print an lmFScreen Fit

compute_MLE(): Compute the Selective Maximum Likelihood Estimate for beta1

compute_likelihood_function(): Construct the Selective Log-Likelihood Function for beta1

get_CI(): Compute a Selective Confidence Interval Using Root-Finding

get_Xy_centered(): Project Out the Intercept from X and y

get_pselb(): Construct the Selective P-Value Function for a Single Coefficient

get_variance_estimate(): Estimate Variance for Selective Inference

psel_retro(): Retrospective Selective P-Value Based on Summary Statistics