Quantile Universal Threshold

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.


Reference manual

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2.1 by Jairo Diaz-Rodriguez, 2 years ago

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

Authors: Jairo Diaz-Rodriguez , Sylvain Sardy , Caroline Giacobino , Nick Hengartner.

Documentation:   PDF Manual  

GPL-2 license

Depends on Matrix, glmnet, lars, flare

See at CRAN