TRexSelector

MaRDI QIDQ100026CRANFDO

Authors Daniel P. Palomar, Simon Tien, Michael Muma, Jasin MacHkour

Last update 23 February 2024

Copyright license GNU General Public License

Software version identifier 0.0.1, 1.0.0

Description

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>.

Cites work

• The Terminating-Random Experiments Selector: Fast High-Dimensional Variable Selection with False Discovery Rate Control

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