qut: Quantile Universal Threshold

Selection of a threshold parameter based on the Quantile Universal Threshold (QUT) for GLM-lasso and Square-root lasso to obtain a sparse model with a good compromise between high true positive rate and low false discovery rate.

AuthorJairo Diaz Rodriguez, Sylvain Sardy, Caroline Giacobino, Nick Hengartner.
Date of publication2017-03-10 11:49:55
MaintainerJairo Diaz Rodriguez<jairo.diaz@unige.ch>

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