pmpv: Permutation p-values

In HCTR: Higher Criticism Tuned Regression

Description

Calculates

Usage

pmpv(Y, X, W = NULL, type, B = 100, fold.num = 10, perm.num = 1000)

Arguments

Y	A numeric response vector, containing nobs variables.
X	An input matrix, of dimension nobs x nvars.
W	A covariate matrix, of dimension nobs x ncors, default is NULL.
type	Penalized regression type, valid parameters include "Lasso", "AdaLasso", "SCAD", and "MCP".
B	Multi-split times, default is 100.
fold.num	The number of cross validation folds, default is 10.
perm.num	Permutation times, default is 1000.

Value

A matrix containing harmonic mean p-values from permutation.

Examples

set.seed(10)
X <- matrix(rnorm(20000), nrow = 100)
beta <- rep(0, 200)
beta[1:100] <- 5
Y <- MASS::mvrnorm(n = 1, mu = X%*%beta, Sigma = diag(100))
result <- pmpv(Y=Y, X=X, type = "Lasso", B = 2, fold.num = 10, perm.num = 10)

HCTR documentation built on Dec. 1, 2019, 1:21 a.m.