Multiple Hypotheses Testing For Variable Selection


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Documentation for package ‘mht’ version 1.1

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mht-package Multiple hypotheses testing for variable selection
bolasso Bolasso: Bootstrapped Lasso
decompbaseortho Decomposition of Gram-schmidt
dyadiqueordre Dyadic algorithm to order the variables
procbol Multiple testing procedure for variable selection
proc_ord Pre-ordered procedure
quantileprocbol Calculation of the quantiles of the procbol procedure
quantiletest Call to the C++ function
quantil_ord Calculation of the type I error to use in the proc_ord procedure