Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models

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Documentation for package ‘mht’ version 3.1.2

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mht-package Multiple hypothesis testing for variable selection
bolasso Bolasso: Bootstrapped Lasso
data.scale Scale a matrix
decompbaseortho Gram-Schmidt algorithm
dyadiqueordre Dyadic algorithm to order variables
mht Multiple testing procedure for non-ordered variable selection
mht.order Multiple testing procedure for ordered variable selection
order.variables Rank the variables
plot.bolasso graphical output for a 'bolasso' object
plot.mht graphical output for a 'mht' or 'mht.order' object
plot.mht.order graphical output for a 'mht' or 'mht.order' object
predict.mht Predict a 'mht' or 'mht.order' object
predict.mht.order Predict a 'mht' or 'mht.order' object
quantilemht Calculation of the quantiles for the mht procedure
refit Refit a 'mht' object
refit.mht Refit a 'mht' object
refit.mht.order Refit a 'mht.order' object