## Software

#### cheapknockoff: cost-conscious feature selection

**cheapknockoff**implements a procedure for performing feature selection in a cost-conscious manner.

[paper][github][vignette]

#### sprintr: Large-scale Interaction Modeling using a Reluctant Principle

**sprintr**implements a computationally efficient method built on a reluctant principle to fit large interaction models.

[paper][CRAN][github][vignette]

#### natural: Estimating the Error Variance in a High-Dimensional Linear Model

**natural**implements two error variance estimation methods in high-dimensional linear models.

[paper][[CRAN][github][vignette]