We introduce and illustrate through numerical examples the R package \texttt{SIHR} which handles the statistical inference for (1) linear and quadratic functionals in the high-dimensional linear regression and (2) linear functional in the high-dimensional logistic regression. The focus of the proposed algorithms is on the point estimation, confidence interval construction and hypothesis testing. The inference methods are extended to multiple regression models. We include real data applications to demonstrate the package's performance and practicality.

翻译：本文通过数值示例介绍并展示了R包\texttt{SIHR}，该包处理以下统计推断问题：(1) 高维线性回归中的线性与二次泛函，以及(2) 高维逻辑回归中的线性泛函。所提出算法的重点在于点估计、置信区间构建与假设检验。这些推断方法已被扩展至多元回归模型。我们通过实际数据应用来展示该包的性能与实用性。