T-Rex Selector: High-Dimensional Variable Selection & FDR Control

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Documentation for package ‘TRexSelector’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

add_dummies	Add dummy predictors to the original predictor matrix
add_dummies_GVS	Add dummy predictors to the original predictor matrix, as required by the T-Rex+GVS selector (doi:10.23919/EUSIPCO55093.2022.9909883 <https://doi.org/10.23919/EUSIPCO55093.2022.9909883>)
FDP	False discovery proportion (FDP)
fdp_hat	Computes the conservative FDP estimate of the T-Rex selector (doi:10.48550/arXiv.2110.06048 <https://doi.org/10.48550/arXiv.2110.06048>)
Gauss_data	Toy data generated from a Gaussian linear model
lm_dummy	Perform one random experiment
Phi_prime_fun	Computes the Deflated Relative Occurrences
random_experiments	Run K random experiments
screen_trex	Run the Screen-T-Rex selector (doi:10.1109/SSP53291.2023.10207957 <https://doi.org/10.1109/SSP53291.2023.10207957>)
select_var_fun	Compute set of selected variables
select_var_fun_DA_BT	Compute set of selected variables for the T-Rex+DA+BT selector T-Rex+DA+BT selector (doi:10.48550/arXiv.2401.15796 <https://doi.org/10.48550/arXiv.2401.15796>)
TPP	True positive proportion (TPP)
trex	Run the T-Rex selector (doi:10.48550/arXiv.2110.06048 <https://doi.org/10.48550/arXiv.2110.06048>)