qut: Quantile Universal Threshold

Selection of a threshold parameter 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 publication2016-09-09 12:25:36
MaintainerJairo Diaz Rodriguez<jairo.diaz@unige.ch>
LicenseGPL-2
Version1.1

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