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TRexSelector  

T-Rex Selector: High-Dimensional Variable Selection & FDR Control
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("TRexSelector", "1.0.0")



Attach the package and use:
library("TRexSelector")
Maintained by
Jasin Machkour
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-17
Latest Update: 2024-02-23
Description:
Performs fast variable selection in high-dimensional settings while controlling the false discovery rate (FDR) at a user-defined target level. The package is based on the paper Machkour, Muma, and Palomar (2022) <doi:10.48550/arXiv.2110.06048>.
How to cite:
Jasin Machkour (2022). TRexSelector: T-Rex Selector: High-Dimensional Variable Selection & FDR Control. R package version 1.0.0, https://cran.r-project.org/web/packages/TRexSelector. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:27), 0.0.1 (2022-08-17 08:50)
Other packages that cited TRexSelector R package
View TRexSelector citation profile
Other R packages that TRexSelector depends, imports, suggests or enhances
Complete documentation for TRexSelector
Functions, R codes and Examples using the TRexSelector R package
Some associated functions: FDP . Gauss_data . Phi_prime_fun . TPP . add_dummies . add_dummies_GVS . fdp_hat . lm_dummy . random_experiments . select_var_fun . trex . 
Some associated R codes: FDP.R . Gauss_data.R . Phi_prime_fun.R . TPP.R . add_dummies.R . add_dummies_GVS.R . fdp_hat.R . lm_dummy.R . random_experiments.R . select_var_fun.R . trex.R .  Full TRexSelector package functions and examples
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