This R package estimates the inflation and variance of the MLE from a high-dimensional binary regression model.
- You can find the package vignette under the Articles tab (https://zq00.github.io/glmhd/articles/my-vignette.html).
- You can read more about the theory of high dimensional logistic MLE, and the methods used in the package here.
You can install the package using
install.packages("devtools")
devtools::install_github("zq00/glmhd")To install with vignettes, please run
devtools::install_github("zq00/glmhd", build_vignettes = TRUE)Note that the vignette takes about 20 min to knit, so feel free to download the Rmarkdown file and run code line by line.
You can find the function documentations under the Reference tab. To get started, you can take a look at the function adjust_glm, which computes the adjusted coefficient and standard error estimates.
The source code is located at the Github -> R folder.
If you encounter error or would like to provide feedback, please use Github -> Issues to reach us. Thank you!