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.

Browse man pages Browse package API and functions Browse package files

AuthorFlorian Rohart
Date of publication2015-03-23 07:33:03
MaintainerFlorian Rohart <florian.rohart@gmail.com>
LicenseGPL-3
Version3.1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mht")

Man pages

bolasso: Bolasso: Bootstrapped Lasso
data.scale: Scale a matrix
decompbaseortho: Gram-Schmidt algorithm
decoupdyad: Dyadic algorithm to order variables
mht: Multiple testing procedure for non-ordered variable selection
mht.order: Multiple testing procedure for ordered variable selection
mht-package: Multiple hypothesis testing for variable selection
order.variables: Rank the variables
plot: graphical output for a 'mht' or 'mht.order' object
plot.bolasso: graphical output for a 'bolasso' object
predict: Predict a 'mht' or 'mht.order' object
quantilemht: Calculation of the quantiles for the mht procedure
refit.mht: Refit a 'mht' object
refit.mht.order: Refit a 'mht.order' object

Functions

bolasso Man page Source code
data.scale Man page Source code
decompbaseortho Man page Source code
dyadiqueordre Man page Source code
mht Man page Source code
mht-package Man page
mht.order Man page Source code
onAttach Source code
order.variables Man page Source code
plot.bolasso Man page Source code
plot.mht Man page
plot.mht.order Man page
predict.mht Man page
predict.mht.order Man page
print.bolasso Source code
quantil_ord Source code
quantilemht Man page Source code
quantiletest Source code
refit Man page Source code
refit.mht Man page Source code
refit.mht.order Man page Source code

Files

src
src/mhtquant.h
src/mhtquant.cpp
src/produit_mat.cpp
src/produit_mat.h
src/transpose.h
src/scale.cpp
src/transpose.cpp
src/maximum.h
src/scale.h
src/maximum.cpp
NAMESPACE
NEWS
R
R/decoupdyadfunction.R
R/decompbaseorthofunction.R
R/quantiletest.R
R/plot.R
R/bolassofunction.R
R/predict.R
R/data.scale.R
R/print.bolasso.R
R/print.R
R/quantilemht.R
R/refit.mht.order.R
R/order.variables.R
R/refit.mht.R
R/mht.R
R/mht.order.R
R/zzz.R
R/quantil_ord.R
R/refit.R
MD5
DESCRIPTION
man
man/mht.Rd
man/quantilemht.Rd
man/decompbaseortho.Rd
man/mht-package.Rd
man/predict.Rd
man/refit.mht.Rd
man/decoupdyad.Rd
man/bolasso.Rd
man/mht.order.Rd
man/refit.mht.order.Rd
man/plot.bolasso.Rd
man/plot.Rd
man/data.scale.Rd
man/order.variables.Rd
mht documentation built on May 30, 2017, 3:07 a.m.