stopifnot(require(hdi)) ## this is the example code of the help file of lasso.proj x <- matrix(rnorm(100 * 10), nrow = 100, ncol = 10) y <- x[,1] + x[,2] + rnorm(100) fit.lasso <- lasso.proj(x, y) which(fit.lasso$pval.corr < 0.05) # typically: '1' and '2' and no other ## Group-wise testing of the first two coefficients fit.lasso$groupTest(1:2) ## Hierarchical testing using distance matrix based on ## correlation matrix out.clust <- fit.lasso$clusterGroupTest() plot(out.clust) ## Fit the lasso projection method without doing the preparations ## for group testing (saves time and memory) fit.lasso.faster <- lasso.proj(x, y, suppress.grouptesting = TRUE) ## Use the scaled lasso for the initial estimate fit.lasso.scaled <- lasso.proj(x, y, betainit = "scaled lasso") which(fit.lasso.scaled$pval.corr < 0.05) ## Use a robust estimate for the standard error fit.lasso.robust <- lasso.proj(x, y, robust = TRUE) which(fit.lasso.robust$pval.corr < 0.05) ## Perform the Z&Z version of the lasso projection method fit.lasso <- lasso.proj(x, y, do.ZnZ = TRUE) which(fit.lasso$pval.corr < 0.05) # typically: '1' and '2' and no other