API

This is an example on how to document the API of your own project.

Rlasso(*[, post, sqrt, fit_intercept, ...])	Rigorous Lasso estimator with theoretically justified penalty levels and desirable convergence properties.
RlassoLogit([post, fit_intercept, c, gamma, ...])
RlassoPDS([post, sqrt, fit_intercept, ...])	Rigorous Lasso for causal inference of low-dimensional exogenous regressors in the presence of high-dimensional controls.
RlassoIV(*[, select_X, select_Z, post, ...])	Rigorous Lasso for instrumental-variable estimation in the presence of high-dimensional instruments and/or controls.