| Name : R-HCTR
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.6.7
| Date : 2024-06-14 11:40:17
|
| Group : Development/Libraries/Other
| Source RPM : R-HCTR-0.1.1-lp153.6.7.src.rpm
|
| Size : 0.05 MB
| |
| Packager : (none)
| |
| Summary : Higher Criticism Tuned Regression
|
Description :
A novel searching scheme for tuning parameter in high-dimensional
penalized regression. We propose a new estimate of the regularization
parameter based on an estimated lower bound of the proportion of false
null hypotheses (Meinshausen and Rice (2006)
< doi:10.1214/009053605000000741>). The bound is estimated by applying
the empirical null distribution of the higher criticism statistic, a
second-level significance testing, which is constructed by dependent
p-values from a multi-split regression and aggregation method (Jeng,
Zhang and Tzeng (2019) < doi:10.1080/01621459.2018.1518236>). An
estimate of tuning parameter in penalized regression is decided
corresponding to the lower bound of the proportion of false null
hypotheses. Different penalized regression methods are provided in the
multi-split algorithm.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
