Statistical Inference for Online Learning and Stochastic Approximation via HiGrad R package higrad version 0.1.0 Implements the Hierarchical Incremental GRAdient Descent (HiGrad) algorithm, a first-order algorithm for finding the minimizer of a function in online learning just like stochastic gradient descent (SGD). In addition, this method attaches a confidence interval to assess the uncertainty of its predictions. See Su and Zhu (2018) <arXiv:1802.04876> for details. Software Imports: Matrix Yuancheng Zhu <yuancheng.zhu@gmail.com> Comprehensive R Archive Network (CRAN) Weijie Su [aut], Yuancheng Zhu [aut, cre] GPL-3 2018-03-14 application/tgz https://CRAN.R-project.org/package=higrad doi:10.32614/CRAN.package.higrad