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

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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.

Author
Florian Rohart
Date of publication
2015-03-23 07:33:03
Maintainer
Florian Rohart <florian.rohart@gmail.com>
License
GPL-3
Version
3.1.2

View on CRAN

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

Files in this package

mht
mht/src
mht/src/mhtquant.h
mht/src/mhtquant.cpp
mht/src/produit_mat.cpp
mht/src/produit_mat.h
mht/src/transpose.h
mht/src/scale.cpp
mht/src/transpose.cpp
mht/src/maximum.h
mht/src/scale.h
mht/src/maximum.cpp
mht/NAMESPACE
mht/NEWS
mht/R
mht/R/decoupdyadfunction.R
mht/R/decompbaseorthofunction.R
mht/R/quantiletest.R
mht/R/plot.R
mht/R/bolassofunction.R
mht/R/predict.R
mht/R/data.scale.R
mht/R/print.bolasso.R
mht/R/print.R
mht/R/quantilemht.R
mht/R/refit.mht.order.R
mht/R/order.variables.R
mht/R/refit.mht.R
mht/R/mht.R
mht/R/mht.order.R
mht/R/zzz.R
mht/R/quantil_ord.R
mht/R/refit.R
mht/MD5
mht/DESCRIPTION
mht/man
mht/man/mht.Rd
mht/man/quantilemht.Rd
mht/man/decompbaseortho.Rd
mht/man/mht-package.Rd
mht/man/predict.Rd
mht/man/refit.mht.Rd
mht/man/decoupdyad.Rd
mht/man/bolasso.Rd
mht/man/mht.order.Rd
mht/man/refit.mht.order.Rd
mht/man/plot.bolasso.Rd
mht/man/plot.Rd
mht/man/data.scale.Rd
mht/man/order.variables.Rd