mht: Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models

Multiple Hypothesis Testing For Variable Selection in high dimensional linear models. This package performs variable selection with multiple hypothesis testing, either for ordered variable selection or non-ordered variable selection. In both cases, a sequential procedure is performed. It starts to test the null hypothesis "no variable is relevant"; if this hypothesis is rejected, it then tests "only the first variable is relevant", and so on until the null hypothesis is accepted.

AuthorFlorian Rohart
Date of publication2015-03-23 07:33:03
MaintainerFlorian Rohart <florian.rohart@gmail.com>
LicenseGPL-3
Version3.1.2

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