qut (1.2)

Quantile Universal Threshold.


Selection of a threshold parameter based on 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 over 2 years ago.