chemometrics

Fuel octane level measurements with sample size N = 434 and P = 351 spectrometer measurements.

Thresholding based tests for null hypothesis of the form A beta =c, and the Quantile Universal Threshold (QUT) for lasso regularization of Generalized Linear Models (GLM) and square-root lasso to obtain a sparse model with a good compromise between high true positive rate and low false discovery rate. Giacobino et al. (2017) <doi:10.1214/17-EJS1366>. Sardy et al. (2017) <arXiv:1708.02908>.

Jairo Diaz-Rodriguez

Quantile Universal Threshold

Sylvain Sardy

Caroline Giacobino

Nick Hengartner

chemometrics function

A data frame with 434 observations on the following 2 variables.<dl class="dl-horizontal">
 <dt><code>y</code></dt><dd>a numeric vector</dd>
 <dt><code>x</code></dt><dd>a matrix with 351 columns</dd>
 </dl>

Format

Chemometrics data set from Sardy (2008) — chemometrics

A data frame with 434 observations on the following 2 variables.<dl class='dl-horizontal'>
 <dt><code>y</code></dt><dd>a numeric vector</dd>
 <dt><code>x</code></dt><dd>a matrix with 351 columns</dd>
 </dl>

chemometrics: Chemometrics data set from Sardy (2008)

Description

Usage

Arguments

Format

References

Examples