The hdInference package contains the implementations of likelihood ratio test for a subset of parameters in
Gaussian graphical model.
The details of the methods can be found in
The details of proposal can be found in Zhu, Y., Shen, X., Pan, W. (2020). On High-Dimensional Constrained Maximum Likelihood Inference.
To install hdInference from github, type in R console
devtools::install_github("renxiongliu/hdInference")Note that the installation above requires using R package devtools
(which can be installed using install.packages("devtools")).
Please check the accompanying vignette on how to use the hdInference package.