Direction_fixedtuning: Constructs the projection direction with a fixed tuning...

Description Usage Arguments Value Examples

View source: R/Projection_Directions.R

Description

Constructs the projection direction, used for bias-correction, with a fixed tuning parameter

Usage

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Direction_fixedtuning(
  X,
  loading,
  mu = NULL,
  model = "linear",
  weight = NULL,
  deriv.vec = NULL
)

Arguments

X

Design matrix, of dimension n x p

loading

Loading, of length p

mu

The dual tuning parameter used in the construction of the projection direction

model

The high dimensional regression model, either linear or logistic (default = linear)

weight

The weight vector of length n; to be supplied if model="logistic" (default=NULL when model=linear)

deriv.vec

The first derivative vector of the logit function at X\%*\%(init.coef), of length n ; to be supplied if model="logistic". Here init.coef is the initial estimate of the regression vector. (default = NULL when model=linear)

Value

proj

The projection direction, of length p

Examples

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n <- 100
p <- 400
X <- matrix(sample(-2:2,n*p,replace = TRUE),nrow = n,ncol = p)
resol <- 1.5
step <- 3
Est <- Direction_fixedtuning(X,loading=c(1,rep(0,(p-1))),mu=sqrt(2.01*log(p)/n)*resol^{-(step-1)})

SIHR documentation built on Oct. 7, 2021, 9:08 a.m.