TRexSelector (Q100026)
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T-Rex Selector: High-Dimensional Variable Selection & FDR Control
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TRexSelector |
T-Rex Selector: High-Dimensional Variable Selection & FDR Control |
Statements
23 February 2024
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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 (2022) <arXiv:2110.06048>.
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