Quantile Universal Threshold

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Documentation for package ‘qut’ version 2.2

• DESCRIPTION file.

Help Pages

QUT-package	Quantile Universal Threshold
affinelassotest	Affine lasso test
chemometrics	Chemometrics data set from Sardy (2008)
coef.qut	Make predictions from a "qut" object.
internetAd	InternetAd data set from Kushmerick (1999)
lambdaqut	Quantile Universal Threshold, regularization parameter for GLM-lasso
predict.qut	Make predictions from a "qut" object.
processX	Process X matrix
qut	Fit a low dimensional GLM or Square-root 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
ztf	Zero thresholding function