mht: Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models

Multiple Hypothesis Testing For Variable Selection in high dimensional linear models. This package performs variable selection with multiple hypothesis testing, either for ordered variable selection or non-ordered variable selection. In both cases, a sequential procedure is performed. It starts to test the null hypothesis "no variable is relevant"; if this hypothesis is rejected, it then tests "only the first variable is relevant", and so on until the null hypothesis is accepted.

Version: 3.1.2
Depends: glmnet, Matrix
Published: 2015-03-23
Author: Florian Rohart
Maintainer: Florian Rohart <florian.rohart at>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: mht results


Reference manual: mht.pdf
Package source: mht_3.1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: mht_3.1.2.tgz
OS X Mavericks binaries: r-oldrel: mht_3.1.2.tgz
Old sources: mht archive

Reverse dependencies:

Reverse depends: MMS


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