qut: Quantile Universal Threshold
Version 1.2

Selection of a threshold parameter based on 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 publication2017-03-10 11:49:55
MaintainerJairo Diaz Rodriguez<[email protected]>
LicenseGPL-2
Version1.2
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 29, 2017, 10:39 a.m.