This package provides a general framework of two directional simultaneous inference(TOSI) for high-dimensional as well as the fixed dimensional models with manifest variable or latent variable structure, such as high-dimensional mean models, high-dimensional sparse regression models, and high-dimensional latent factor models.

Please see our new paper for model details:

Wei Liu, Huazhen Lin*, Jin Liu & Shurong Zheng (2023) Two-directional simultaneous inference for high-dimensional models, Journal of Business & Economic Statistics, (Online).

To install the the packages 'TOSI' from 'Github', firstly, install the 'remotes' package.

install.packages("remotes")
remotes::install_github("feiyoung/TOSI")

Or install the the packages "TOSI" from 'CRAN'

install.packages("TOSI")

The simulation codes are in the folder Rcode_simu.