qut: Quantile Universal Threshold

Thresholding based tests for null hypothesis of the form A beta =c, and 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.

Package details

AuthorJairo Diaz-Rodriguez, Sylvain Sardy, Caroline Giacobino, Nick Hengartner.
MaintainerJairo Diaz-Rodriguez<jairo.diaz@unige.ch>
Package repositoryView on CRAN
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qut documentation built on May 2, 2019, 5:13 a.m.