qut: Quantile Universal Threshold
Version 2.1

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.
Date of publication2018-05-22 16:49:14 UTC
MaintainerJairo Diaz-Rodriguez<[email protected]>
LicenseGPL-2
Version2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("qut")

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qut documentation built on May 22, 2018, 5:06 p.m.