TRexSelector
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Software:100026
CRANTRexSelectorMaRDI QIDQ100026
T-Rex Selector: High-Dimensional Variable Selection & FDR Control
Jasin MacHkour, Simon Tien, Daniel P. Palomar, Michael Muma
Last update: 23 February 2024
Software version identifier: 0.0.1, 1.0.0
Copyright license: GNU General Public License
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>.
