Installation
About
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)
| Citation | TRexSelector citation info |
| github.com/jasinmachkour/TRexSelector | |
| arxiv.org/abs/2110.06048 | |
| Bug report | File report |
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