Quantile Universal Threshold


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Documentation for package ‘qut’ version 2.2

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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