qut: Quantile Universal Threshold
Version 2.0

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 publication2018-01-29 10:41:16 UTC
MaintainerJairo Diaz Rodriguez<[email protected]>
Package repositoryView on CRAN
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qut documentation built on Jan. 29, 2018, 5:01 p.m.