Argmin Inference over a Discrete Candidate Set R package argminCS version 1.1.0 Provides methods to construct frequentist confidence sets with valid marginal coverage for identifying the population-level argmin or argmax based on IID data. For instance, given an n by p loss matrix—where n is the sample size and p is the number of models—the CS.argmin() method produces a discrete confidence set that contains the model with the minimal (best) expected risk with desired probability. The argmin.HT() method helps check if a specific model should be included in such a confidence set. The main implemented method is proposed by Tianyu Zhang, Hao Lee and Jing Lei (2024) "Winners with confidence: Discrete argmin inference with an application to model selection". Software Imports: BSDA, glue, LDATS, MASS, methods, Rdpack, stats, withr Hao Lee <haolee@andrew.cmu.edu> Comprehensive R Archive Network (CRAN) Tianyu Zhang [aut], Hao Lee [aut, cre, cph], Jing Lei [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=argminCS/LICENSE) 2025-07-14 application/tgz https://CRAN.R-project.org/package=argminCS doi:10.32614/CRAN.package.argminCS