This project contains software for selective inference, with emphasis on selective inference in regression.
Some key references:
A significance test for the lasso: http://arxiv.org/abs/1301.7161Tests in adaptive regression via the Kac-Rice formula: http://arxiv.org/abs/1308.3020Post-selection adaptive inference for Least Angle Regression and the Lasso: http://arxiv.org/abs/1401.3889Exact post-selection inference with the lasso: http://arxiv.org/abs/1311.6238Exact Post Model Selection Inference for Marginal Screening: http://arxiv.org/abs/1402.5596
To install, read INSTALL.