LOCOpath

This R package is for high-dimensional inference using Leave-One-Covariate-Out(LOCO) LASSO path.

This R package accompanies the paper:

Cao, X., Gregory, K. B., & Wang, D. High-Dimensional Inference based on the Leave-One-Covariate-Out LASSO path

Install the R package

To install, please first install R package devtools and then

devtools::install_github("devcao/LOCOpath")

Some recent issue in installing

R removed one of our dependence R package parcor. To install, you may need to manually install parcor first. To install parcor, first install parcor dependence package

install.packages("Epi")
install.packages("GeneNet")

Then download ppls and parcor. And install

install.packages('YOUR_PATH/ppls_1.6-1.1.tar.gz', repos = NULL, type="source")
install.packages('YOUR_PATH/parcor_0.2-6.tar.gz', repos = NULL, type="source")

Now you should be able to install our packages!

How to use

Feel free to check out some working examples for more detailed examples.