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<[email protected]>
Package repositoryView on CRAN
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qut documentation built on May 22, 2018, 5:06 p.m.