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 (2021) <arXiv:2110.06048>.
| Version: |
0.0.1 |
| Depends: |
R (≥ 2.10) |
| Imports: |
MASS, stats, tlars, parallel, doParallel, foreach, doRNG, methods, glmnet |
| Suggests: |
knitr, rmarkdown, ggplot2, patchwork, testthat (≥ 3.0.0) |
| Published: |
2022-08-17 |
| Author: |
Jasin Machkour [aut, cre],
Simon Tien [aut],
Daniel P. Palomar [aut],
Michael Muma [aut] |
| Maintainer: |
Jasin Machkour <jasin.machkour at tu-darmstadt.de> |
| BugReports: |
https://github.com/jasinmachkour/trex/issues |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/jasinmachkour/trex,
https://arxiv.org/abs/2110.06048 |
| NeedsCompilation: |
no |
| Citation: |
TRexSelector citation info |
| Materials: |
README NEWS |
| CRAN checks: |
TRexSelector results |