Matrix Uncertainty Selector on Øystein Sørensenhttps://osorensen.no/tags/matrix-uncertainty-selector/Recent content in Matrix Uncertainty Selector on Øystein SørensenHugoenWed, 08 May 2024 00:00:00 +0000hdme: High-Dimensional Regression with Measurement Errorhttps://osorensen.no/software/software3/Thu, 01 Mar 2018 00:00:00 +0000https://osorensen.no/software/software3/This R package contains functions for fitting variable selection models in the presence of noise in the predictor variables. In particular, it supports a corrected lasso and the generalized matrix uncertainty selector. In addition, it offers an implementation of the (generalized) Dantzig selector.