TRexSelector

cranv1.0.0

T-Rex Selector: High-Dimensional Variable Selection & FDR Control. Performs fast variable selection in high-dimensional settings while controlling the false discovery rate (FDR) at a user-defined target level. The package is based on the paper Machkour, Muma, and Palomar (2022) <arXiv:2110.06048>.

License GPL (>= 3)0 versions1 maintainers10 deps201 weekly dl
jasinmachkour/TRexSelector
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Dependencies (10)
MASSstatstlarsparalleldoParallelforeachdoRNGmethodsglmnetboot
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First published · 2024-02-24 00:03:28

Last updated · 2024-02-23T22:20:02+00:00