HCmodelSets: An R package for specifying sets of well-fitting models in high dimensions

In the context of regression with a large number of explanatory variables, Cox and Battey(2017) emphasize that if there are alternative reasonable explanations of the data that are statisticallyindistinguishable, one should aim to specify as many of these explanations as is feasible. The standardpractice, by contrast, is to report a single model effective for prediction. The present paper illustratesthe R implementation of the new ideas in the packageHCmodelSets, using simple reproducibleexamples and real data. Results of some simulation experiments are also reported