Quantile Universal Threshold

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Documentation for package ‘qut’ version 1.0.1

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QUT-package Quantile Universal Threshold
coef.qut Make predictions from a "qut" object.
lambdaqut Quantile Universal Threshold, regularization parameter for GLM-lasso
leukemia Gene expression data from Golub et al. (1999)
predict.qut Make predictions from a "qut" object.
qut Fit a low dimensional GLM with lasso using the Quantile Universal Threshold
riboflavin Riboflavin data set from Buhlmann et al. (2013)
sigmaqut Estimation of sigma based on the Quantile Universal Threshold
sigmarcv Variance estimation using refitted cross-validation