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]

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TRexSelector.pdf |TRexSelector.html✨
TRexSelector/json (API)
NEWS

# 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:

8 exports 3 stars 1.16 score 18 dependencies 5 scripts 1.0k downloads

Last updated 7 months agofrom:4926107888. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Aug 22 2024
R-4.5-win	OK	Aug 22 2024
R-4.5-linux	OK	Aug 22 2024
R-4.4-win	OK	Aug 22 2024
R-4.4-mac	OK	Aug 22 2024
R-4.3-win	OK	Aug 22 2024
R-4.3-mac	OK	Aug 22 2024

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

| Jasin Machkour^#^, Simon Tien^#^, Daniel P. Palomar^*^, Michael Muma^#^ | | ^#^Technische Universität Darmstadt | ^*^The Hong Kong University of Science and Technology

Rendered fromTRexSelector_usage_and_simulations.Rmdusingknitr::rmarkdownon Aug 22 2024.

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