TRexSelector

T-Rex Selector: High-Dimensional Variable Selection & FDR Control

CRAN Package

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) doi:10.48550/arXiv.2110.06048.


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  • Imports7 packages
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