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.

Package details

AuthorFlorian Rohart
MaintainerFlorian Rohart <[email protected]>
LicenseGPL-3
Version3.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mht")

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mht documentation built on May 30, 2017, 3:07 a.m.