sk.W_path: W statistics generator based on the beta(lambda) from a split...
In SplitKnockoff: Split Knockoffs for Structural Sparsity
sk.W_path R Documentation
W statistics generator based on the beta(lambda) from a split LASSO path
Description
generates the split knockoff statistics W based on the beta(lambda) from
a split LASSO path in the intercepetion assignment step.
Usage
sk.W_path(X, D, y, nu, option)
Arguments
X
the design matrix
D
the linear transform
y
the response vector
nu
the parameter for variable splitting
option
options for creating the Knockoff statistics
option$lambda: the choice of lambda for the path
Value
the split knockoff statistics W and various intermedia statistics
SplitKnockoff documentation built on Oct. 14, 2024, 5:09 p.m.
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| sk.W_path | R Documentation |
W statistics generator based on the beta(lambda) from a split LASSO path
Description
generates the split knockoff statistics W based on the beta(lambda) from a split LASSO path in the intercepetion assignment step.
Usage
sk.W_path(X, D, y, nu, option)
Arguments
X |
the design matrix |
D |
the linear transform |
y |
the response vector |
nu |
the parameter for variable splitting |
option |
options for creating the Knockoff statistics option$lambda: the choice of lambda for the path |
Value
the split knockoff statistics W and various intermedia statistics
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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