mht (3.1.2)

Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models.

http://cran.r-project.org/web/packages/mht

Multiple Hypothesis Testing For Variable Selection in high dimensional linear models. This package performs variable selection with multiple hypothesis testing, either for ordered variable selection or non-ordered variable selection. In both cases, a sequential procedure is performed. It starts to test the null hypothesis "no variable is relevant"; if this hypothesis is rejected, it then tests "only the first variable is relevant", and so on until the null hypothesis is accepted.

Maintainer: F.Rohart
Author(s): Florian Rohart

License: GPL-3

Uses: Does not use any package
Reverse depends: MMS

Released over 4 years ago.