Package: TRexSelector 1.0.0

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

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>.

Authors:Jasin Machkour [aut, cre], Simon Tien [aut], Daniel P. Palomar [aut], Michael Muma [aut]

TRexSelector_1.0.0.tar.gz
TRexSelector_1.0.0.zip(r-4.7)TRexSelector_1.0.0.zip(r-4.6)TRexSelector_1.0.0.zip(r-4.5)
TRexSelector_1.0.0.tgz(r-4.6-any)TRexSelector_1.0.0.tgz(r-4.5-any)
TRexSelector_1.0.0.tar.gz(r-4.7-any)TRexSelector_1.0.0.tar.gz(r-4.6-any)
TRexSelector_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
TRexSelector/json (API)

# Install 'TRexSelector' in R:

install.packages('TRexSelector', repos = c('https://jasinmachkour.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jasinmachkour/trexselector/issues

Datasets:

Gauss_data - Toy data generated from a Gaussian linear model

On CRAN:

4.52 score 6 stars 11 scripts 671 downloads 8 exports 18 dependencies

Last updated from:7a9fafcbe5. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	169
source / vignettes	OK	552
linux-release-x86_64	OK	187
macos-release-arm64	OK	95
macos-oldrel-arm64	OK	111
windows-devel	OK	117
windows-release	OK	111
windows-oldrel	OK	128
wasm-release	OK	141

Exports:add_dummies add_dummies_GVS FDP lm_dummy random_experiments screen_trex TPP trex

Dependencies:boot codetools digest doParallel doRNG foreach glmnet iterators lattice MASS Matrix Rcpp RcppArmadillo RcppEigen rngtools shape survival tlars

The T-Rex Selector: Usage and Simulations

Rendered fromTRexSelector_usage_and_simulations.Rmdusingknitr::rmarkdown

Last update: 2024-02-23
Started: 2022-08-11

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Add dummy predictors to the original predictor matrix	add_dummies
Add dummy predictors to the original predictor matrix, as required by the T-Rex+GVS selector (doi:10.23919/EUSIPCO55093.2022.9909883 <https://doi.org/10.23919/EUSIPCO55093.2022.9909883>)	add_dummies_GVS
False discovery proportion (FDP)	FDP
Computes the conservative FDP estimate of the T-Rex selector (doi:10.48550/arXiv.2110.06048 <https://doi.org/10.48550/arXiv.2110.06048>)	fdp_hat
Toy data generated from a Gaussian linear model	Gauss_data
Perform one random experiment	lm_dummy
Computes the Deflated Relative Occurrences	Phi_prime_fun
Run K random experiments	random_experiments
Run the Screen-T-Rex selector (doi:10.1109/SSP53291.2023.10207957 <https://doi.org/10.1109/SSP53291.2023.10207957>)	screen_trex
Compute set of selected variables	select_var_fun
Compute set of selected variables for the T-Rex+DA+BT selector T-Rex+DA+BT selector (doi:10.48550/arXiv.2401.15796 <https://doi.org/10.48550/arXiv.2401.15796>)	select_var_fun_DA_BT
True positive proportion (TPP)	TPP
Run the T-Rex selector (doi:10.48550/arXiv.2110.06048 <https://doi.org/10.48550/arXiv.2110.06048>)	trex