create.pc.knockoff: Create PC Knockoffs

In KOBT: Knockoff Boosted Tree

Description

Create non-parametric knockoffs based on principal component regression and residuals permutation.

Usage

create.pc.knockoff(X, pc.num)

Arguments

X	An input original design matrix.
pc.num	The number of pricial components to be used for generating knockoff matrices.

Value

A principal component knockoff matrix.

Examples

set.seed(10)
X <- matrix(rnorm(100), nrow = 10)
tmp <- create.pc.knockoff(X = X, pc.num = 5)

KOBT documentation built on Feb. 20, 2020, 5:08 p.m.