Setwise Hierarchical Rate of Erroneous Discovery

Setwise Hierarchical Rate of Erroneous Discovery (SHRED) methods for setwise variable selection with false discovery rate (FDR) control. Setwise variable selection means that sets of variables may be selected when the true variable cannot be identified. This allows us to maintain FDR control but increase power. Details of the SHRED methods are in Organ, Kenney & Gu (2026) .


Reference manual

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install.packages("SHRED")

1.0.0 by Toby Kenney, 7 months ago


Browse source code at https://github.com/cran/SHRED


Authors: Sarah Organ [aut] , Toby Kenney [cre] , Hong Gu [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports graphics, stats, ClustOfVar


See at CRAN