mht : Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models

Package: mht
Type: Package
Title: Multiple Hypothesis Testing for Variable Selection in
High-Dimensional Linear Models
Version: 3.1.2
Author: Florian Rohart
Maintainer: Florian Rohart <florian.rohart@gmail.com>
Description: Multiple Hypothesis Testing For Variable Selection in high dimensional linear models. This package performs variable selection with multiple hypothesis testing, either for ordered variable selection or non-ordered variable selection. In both cases, a sequential procedure is performed. It starts to test the null hypothesis "no variable is relevant"; if this hypothesis is rejected, it then tests "only the first variable is relevant", and so on until the null hypothesis is accepted.
License: GPL-3
Depends: glmnet, Matrix
Packaged: 2015-03-21 23:15:11 UTC; florian
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-03-23 07:33:03