FDP                     False discovery proportion (FDP)
Gauss_data              Toy data generated from a Gaussian linear model
Phi_prime_fun           Computes the Deflated Relative Occurrences
TPP                     True positive proportion (TPP)
add_dummies             Add dummy predictors to the original predictor
                        matrix
add_dummies_GVS         Add dummy predictors to the original predictor
                        matrix, as required by the T-Rex+GVS selector
fdp_hat                 Computes the conservative FDP estimate of the
                        T-Rex selector
lm_dummy                Perform one random experiment
random_experiments      Run K random experiments
select_var_fun          Compute set of selected variables
trex                    Run the T-Rex selector
