qut (2.1)

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Quantile Universal Threshold.

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

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.

Maintainer: Jairo Diaz
Author(s): Jairo Diaz-Rodriguez, Sylvain Sardy, Caroline Giacobino, Nick Hengartner.

License: GPL-2

Uses: flare, glmnet, lars, Matrix

Released 9 months ago.


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