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R software for selective inference

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# R-software
R software for [selective inference](http://cran.r-project.org/web/packages/selectiveInference/).  
Authors: Ryan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid, Jelena Markovic  
Maintainer: Rob Tibshirani <tibs@stanford.edu>

New tools for inference after selection, for use with forward stepwise regression, least angle regression, the lasso, and the many means problem. The package is available on [CRAN](http://cran.r-project.org/web/packages/selectiveInference/). See [this paper](http://www.pnas.org/content/112/25/7629.full) for a high level introduction to selective inference.

Code is in the directory selectiveInference/R.
* funs.common.R: Basic functions used by many other functions, such as standardization.
* funs.fixed.R: Inference for LASSO at a fixed, deterministic value of lambda.
* funs.fs.R: Inference for forward stepwise.
* funs.groupfs.R: Inference for forward stepwise with groups of variables, e.g. factors.
* funs.inf.R: Common functions for inference with fixed, fs, lar, and manymeans (but not group).
* funs.lar.R: Inference for least angle regression.
* funs.max.R: Some numerical approximations. Deprecated?

## Installation
The latest release of the package can be installed through CRAN:

```R
install.packages("selectiveInference")
```
Code in repo is under development and may be unstable.

## For development

As the C code is shared between python and R, it is in a git submodule. Current version can be grabbed with

```
git submodule init
git submodule update
```

## To install

```
make install
```

## To test

```
make check
```

These tests are also run on [travis](http://travis-ci.org) based on .travis.yml setup.

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