hiertest-package: Convex Hierarchical Testing of Interactions.
Description
Implementation of the convex hierarchical testing (CHT) procedure introduced in
Bien, Simon, and Tibshirani (2015) Convex Hierarchical Testing of
Interactions. Annals of Applied Statistics. Vol. 9, No. 1, 27-42.
Its main functions are hiertest and estimate.fdr.
References
Bien, Simon, and Tibshirani (2015) Convex Hierarchical Testing
of Interactions. Annals of Applied Statistics. Vol. 9, No. 1, 27-42.