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.
|Author||Jairo Diaz-Rodriguez, Sylvain Sardy, Caroline Giacobino, Nick Hengartner.|
|Package repository||View on CRAN|
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