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.
|Author||Jairo Diaz Rodriguez, Sylvain Sardy, Caroline Giacobino, Nick Hengartner.|
|Date of publication||2017-03-10 11:49:55|
|Maintainer||Jairo Diaz Rodriguez<[email protected]>|
|Package repository||View on CRAN|
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