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TRexSelector: T-Rex Selector: High-Dimensional Variable Selection & FDR Control
Performs fast variable selection in high-dimensional settings while controlling the false discovery rate (FDR) at a user-defined target level. The package is based on the paper Machkour, Muma, and Palomar (2022) <arXiv:2110.06048>.
Getting started
Browse package contents
Package details |
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| Author | Jasin Machkour [aut, cre], Simon Tien [aut], Daniel P. Palomar [aut], Michael Muma [aut] |
| Maintainer | Jasin Machkour <jasin.machkour@tu-darmstadt.de> |
| License | GPL (>= 3) |
| Version | 1.0.0 |
| URL | https://github.com/jasinmachkour/TRexSelector https://arxiv.org/abs/2110.06048 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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