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
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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:

Conda:

4.40 score 5 stars 5 scripts 522 downloads 8 exports 18 dependencies

Last updated 4 days agofrom:7a9fafcbe5. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 24 2025
R-4.5-winOKMar 24 2025
R-4.5-macOKMar 24 2025
R-4.5-linuxOKMar 24 2025
R-4.4-winOKMar 24 2025
R-4.4-macOKMar 24 2025
R-4.4-linuxOKMar 24 2025
R-4.3-winOKMar 24 2025
R-4.3-macOKMar 24 2025

Exports:add_dummiesadd_dummies_GVSFDPlm_dummyrandom_experimentsscreen_trexTPPtrex

Dependencies:bootcodetoolsdigestdoParalleldoRNGforeachglmnetiteratorslatticeMASSMatrixRcppRcppArmadilloRcppEigenrngtoolsshapesurvivaltlars

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 Mar 24 2025.

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