Direction_fixedtuning   Constructs the projection direction with a
                        fixed tuning parameter
Direction_searchtuning
                        Searches for the best step size and computes
                        the projection direction with the searched best
                        step size
GLM_binary              Inference for single regression coefficient in
                        high dimensional probit regression model
ITE                     Individualized treatment effect in the high
                        dimensional linear regression
ITE_Logistic            Inference for difference of case probabilities
                        in high dimensional logistic regressions
LF                      Inference for a linear combination of
                        regression coefficients in high dimensional
                        linear regression.
LF_logistic             Inference for the case probability or a linear
                        combination of regression coefficients in high
                        dimensional logistic regression.
QF                      Inference for quadratic forms of the regression
                        vector in high dimensional linear regression
