Man pages for TRexSelector
T-Rex Selector: High-Dimensional Variable Selection & FDR Control
| add_dummies | Add dummy predictors to the original predictor matrix |
| add_dummies_GVS | Add dummy predictors to the original predictor matrix, as... |
| FDP | False discovery proportion (FDP) |
| fdp_hat | Computes the conservative FDP estimate of the T-Rex selector... |
| Gauss_data | Toy data generated from a Gaussian linear model |
| lm_dummy | Perform one random experiment |
| Phi_prime_fun | Computes the Deflated Relative Occurrences |
| random_experiments | Run K random experiments |
| screen_trex | Run the Screen-T-Rex selector... |
| select_var_fun | Compute set of selected variables |
| select_var_fun_DA_BT | Compute set of selected variables for the T-Rex+DA+BT... |
| TPP | True positive proportion (TPP) |
| trex | Run the T-Rex selector... |
