Other packages > Find by keyword >

HCTR  

Higher Criticism Tuned Regression
View on CRAN: Click here


Download and install HCTR package within the R console
Install from CRAN:
install.packages("HCTR")

Install from Github:
library("remotes")
install_github("cran/HCTR")

Install by package version:
library("remotes")
install_version("HCTR", "0.1.1")



Attach the package and use:
library("HCTR")
Maintained by
Tao Jiang
[Scholar Profile | Author Map]
First Published: 2019-10-07
Latest Update: 2019-11-22
Description:
A novel searching scheme for tuning parameter in high-dimensional penalized regression. We propose a new estimate of the regularization parameter based on an estimated lower bound of the proportion of false null hypotheses (Meinshausen and Rice (2006) ). The bound is estimated by applying the empirical null distribution of the higher criticism statistic, a second-level significance testing, which is constructed by dependent p-values from a multi-split regression and aggregation method (Jeng, Zhang and Tzeng (2019) ). An estimate of tuning parameter in penalized regression is decided corresponding to the lower bound of the proportion of false null hypotheses. Different penalized regression methods are provided in the multi-split algorithm.
How to cite:
Tao Jiang (2019). HCTR: Higher Criticism Tuned Regression. R package version 0.1.1, https://cran.r-project.org/web/packages/HCTR. Accessed 06 May. 2025.
Previous versions and publish date:
0.1.0 (2019-10-07 16:30)
Other packages that cited HCTR R package
View HCTR citation profile
Other R packages that HCTR depends, imports, suggests or enhances
Complete documentation for HCTR
Functions, R codes and Examples using the HCTR R package
Some associated functions: bounding.seq . est.lambda . est.prop . final.selection . highdim.p . multi.adlasso . multi.lasso . multi.mcp . multi.scad . pmpv . 
Some associated R codes: bounding.seq.R . est.lambda.R . est.prop.R . final.selection.R . highdim.p.R . multi.adlasso.R . multi.lasso.R . multi.mcp.R . multi.scad.R . pmpv.R .  Full HCTR package functions and examples
Downloads during the last 30 days
04/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/0105/0205/0305/04Downloads for HCTR02468101214161820222426TrendBars

Today's Hot Picks in Authors and Packages

HuraultMisc  
Guillem Hurault Functions' Library
Contains various functions for data analysis, notably helpers and diagnostics for Bayesian modelling ...
Download / Learn more Package Citations See dependency  
tashu  
Analysis and Prediction of Bicycle Rental Amount
Provides functions for analyzing citizens' bicycle usage pattern and predicting rental amount on spe ...
Download / Learn more Package Citations See dependency  
simfam  
Simulate and Model Family Pedigrees with Structured Founders
The focus is on simulating and modeling families with founders drawn from a structured population (f ...
Download / Learn more Package Citations See dependency  
netUtils  
A Collection of Tools for Network Analysis
Provides a collection of network analytic (convenience) functions which are missing in other standar ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
rotations  
Working with Rotation Data
Tools for working with rotational data, including simulation from the most commonly used distributi ...
Download / Learn more Package Citations See dependency  

24,205

R Packages

207,311

Dependencies

65,312

Author Associations

24,206

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA