TRexSelector: T-Rex Selector: High-Dimensional Variable Selection and FDR Control

Variable selection for regression and classification in high-dimensional settings with control of the false discovery rate (FDR) at a user-specified target level. The implementations are primarily based on the T-Rex selector of Machkour, Muma and Palomar (2025) <doi:10.1016/j.sigpro.2025.109894> and its dependency-aware extension for correlated variables by Machkour, Muma and Palomar (2025) <doi:10.1016/j.sigpro.2025.109990>. Since version 2.0.0 the package comes as R bindings to the 'TRexSelector' C++ library, which replaces the pure-R implementation of the 1.x releases.

Version:	2.0.1
Depends:	R (≥ 4.3)
Imports:	methods, R6, Rcpp
LinkingTo:	BH, Rcereal, Rcpp, RcppEigen
Suggests:	ggplot2, knitr, Matrix, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-11-11
DOI:	10.32614/CRAN.package.TRexSelector
Author:	Jasin Machkour [aut, cre], Fabian Scheidt [aut], Simon Tien [ctb], Daniel P. Palomar [aut], Michael Muma [aut]
Maintainer:	Jasin Machkour <jasin.machkour at tu-darmstadt.de>
BugReports:	https://github.com/trexselector/TRexSelector/issues
License:	GPL (≥ 3)
URL:	https://github.com/trexselector/TRexSelector
NeedsCompilation:	yes
SystemRequirements:	C++20
Citation:	TRexSelector citation info
Materials:	README, NEWS
CRAN checks:	TRexSelector results

Documentation:

Reference manual:

TRexSelector.html , TRexSelector.pdf

Vignettes:

The TRexSelector R package (source) Getting started with TRexSelector (source, R code) Data dimensionality and FDR control (source, R code) The T-Rex selector (source, R code) T-Rex+DA: dependency-aware dummies (source, R code) T-Rex GVS: grouped variable selection (source, R code) Screening: Screen-T-Rex and the biobank screening (source, R code) T-Rex SPCA: sparse principal components under FDR control (source, R code) T-Rex Tikhonov: a general penalty matrix (source, R code) The T-solvers (source, R code) The ML methods (source, R code) Memory mapping: disk-backed designs (source, R code) Working without data copies (source, R code) Parallelism: who owns the cores (source, R code)

Downloads:

Package source:	TRexSelector_2.0.1.tar.gz
Windows binaries:	r-devel: TRexSelector_2.0.0.zip, r-release: TRexSelector_2.0.0.zip, r-oldrel: TRexSelector_2.0.0.zip
macOS binaries:	r-release (arm64): TRexSelector_2.0.1.tgz, r-oldrel (arm64): TRexSelector_2.0.1.tgz, r-release (x86_64): TRexSelector_2.0.1.tgz, r-oldrel (x86_64): TRexSelector_2.0.1.tgz
Old sources:	TRexSelector archive

Linking:

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