T-Rex Selector: High-Dimensional Variable Selection & FDR Control
Overview
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) arXiv:2110.06048.
- Package update (stable version):
- Update supporting scientific papers.
- Add new methods and extensions of the T-Rex selector (e.g., dependency-aware T-Rex, Screen-T-Rex, etc.).
- Polish previous version.
From NEWS.md in the release
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Jasin Machkour <jasin.machkour@tu-darmstadt.de>’ The Description field contains (2022) <arXiv:2110.06048>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
- NOTE11 OK, 2 NOTE2026-09-08
- ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 13
- Examples that run
- 100%9 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 94%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 76
- Median days to close, 50 most recently updated closed PRs
- not measured
Stars over time
Forks over time
Issues over time
4 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/jasinmachkour/trexselector on 2026-10-18.
Dependencies
Installing TRexSelector adds 12 packages (6 with compiled code, 10 MB of source tarballs). Heaviest: glmnet 2.7 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.0.0Latest
- RR 4.3.0 released · 2023-04-21
- 0.0.12022-08-17
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-08-17
- Total releases
- 2 / 4 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 39 KB / 1 file
- Download size
- 1.1 MB
Cite
Cite this package
Run in R for the authors' entry:
citation("TRexSelector")The package provides a citation file, so citation() returns the authors' own entry.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.