cv_screen: calculate the CV optimal beta and estimated support set
In SplitKnockoff: Split Knockoffs for Structural Sparsity
cv_screen R Documentation
calculate the CV optimal beta and estimated support set
Description
cv_all calculate the CV optimal beta and estimated
support set in the problem 1/n |y - X beta|^2 + 1/nu |D beta - gamma|^2 + lambda |gamma|_1.
Usage
cv_screen(X, y, D, option)
Arguments
X
the design matrix
y
the response vector
D
the linear transform
option
options for screening
Value
beta_hat: CV optimal beta
stat_cv: various intermedia statistics, including the estimated support sets
SplitKnockoff documentation built on Oct. 14, 2024, 5:09 p.m.
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| cv_screen | R Documentation |
calculate the CV optimal beta and estimated support set
Description
cv_all calculate the CV optimal beta and estimated support set in the problem 1/n |y - X beta|^2 + 1/nu |D beta - gamma|^2 + lambda |gamma|_1.
Usage
cv_screen(X, y, D, option)
Arguments
X |
the design matrix |
y |
the response vector |
D |
the linear transform |
option |
options for screening |
Value
beta_hat: CV optimal beta
stat_cv: various intermedia statistics, including the estimated support sets
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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