mht: Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models
Version 3.1.2

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.

Package details

AuthorFlorian Rohart
Date of publication2015-03-23 07:33:03
MaintainerFlorian Rohart <[email protected]>
Package repositoryView on CRAN
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mht documentation built on May 30, 2017, 3:07 a.m.