qut: Quantile Universal Threshold
Thresholding based tests for null hypothesis of the form A beta =c, and the Quantile Universal Threshold (QUT) for lasso regularization of Generalized Linear Models (GLM) and square-root lasso to obtain a sparse model with a good compromise between high true positive rate and low false discovery rate. Giacobino et al. (2017) <doi:10.1214/17-EJS1366>. Sardy et al. (2017) <arXiv:1708.02908>.
| Version: |
2.2 |
| Depends: |
Matrix, glmnet, lars, flare |
| Published: |
2021-01-19 |
| Author: |
Jairo Diaz-Rodriguez [aut, cre, cph],
Sylvain Sardy [aut, ths],
Caroline Giacobino [aut],
Nick Hengartner [aut] |
| Maintainer: |
Jairo Diaz-Rodriguez <adjairo at uninorte.edu.co> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
qut results |
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