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.

Author
Jairo Diaz Rodriguez, Sylvain Sardy, Caroline Giacobino, Nick Hengartner.
Date of publication
2016-09-09 12:25:36
Maintainer
Jairo Diaz Rodriguez<jairo.diaz@unige.ch>
License
GPL-2
Version
1.1

View on CRAN

Man pages

chemometrics
Chemometrics data set from Sardy (2008)
internetAd
InternetAd data set from Kushmerick (1999)
lambdaqut
Quantile Universal Threshold, regularization parameter for...
predict.qut
Make predictions from a "qut" object.
qut
Fit a low dimensional GLM or Square-root lasso using the...
qut-package
Quantile Universal Threshold
riboflavin
Riboflavin data set from Buhlmann et al. (2013)
sigmaqut
Estimation of sigma based on the Quantile Universal Threshold
sigmarcv
Variance estimation using refitted cross-validation
slimsd
Sparse Linear Regression using Nonsmooth Loss Functions and...

Files in this package

qut
qut/NAMESPACE
qut/data
qut/data/chemometrics.rda
qut/data/riboflavin.rda
qut/data/datalist
qut/data/internetAd.rda
qut/R
qut/R/slimsd.R
qut/R/sigmarcv.R
qut/R/coef.qut.R
qut/R/sigmaqut.R
qut/R/qut.R
qut/R/lambdaqut.R
qut/R/predict.qut.R
qut/MD5
qut/DESCRIPTION
qut/man
qut/man/qut.Rd
qut/man/qut-package.Rd
qut/man/lambdaqut.Rd
qut/man/slimsd.Rd
qut/man/predict.qut.Rd
qut/man/internetAd.Rd
qut/man/sigmarcv.Rd
qut/man/riboflavin.Rd
qut/man/chemometrics.Rd
qut/man/sigmaqut.Rd