Package: qut
Type: Package
Title: Quantile Universal Threshold
Version: 2.2
Authors@R: c(person("Jairo", "Diaz-Rodriguez", role = c("aut", "cre","cph"),
                      email = "adjairo@uninorte.edu.co"),
               person("Sylvain", "Sardy", role = c("aut", "ths"),
                      email = "sylvain.sardy@unige.ch"),
               person("Caroline", "Giacobino", role = c("aut")),
               person("Nick", "Hengartner", role = c("aut")))
Description: Thresholding based tests for null hypothesis of the form A beta =c, and the Quantile Universal Threshold (QUT) for lasso regularization of Generalized Linear Models (GLM) and square-root lasso to obtain a sparse model with a good compromise between high true positive rate and low false discovery rate. Giacobino et al. (2017) <doi:10.1214/17-EJS1366>. Sardy et al. (2017) <arXiv:1708.02908>.
License: GPL-2
Depends: Matrix, glmnet, lars, flare
NeedsCompilation: no
Packaged: 2021-01-15 19:40:31 UTC; jairo
Author: Jairo Diaz-Rodriguez [aut, cre, cph],
  Sylvain Sardy [aut, ths],
  Caroline Giacobino [aut],
  Nick Hengartner [aut]
Maintainer: Jairo Diaz-Rodriguez <adjairo@uninorte.edu.co>
Repository: CRAN
Date/Publication: 2021-01-19 10:00:02 UTC
