sk.create: generate split knockoff copies
| sk.create | R Documentation |
generate split knockoff copies
Description
Gives the variable splitting design matrix and response vector. It will also create a split knockoff copy if required.
Usage
sk.create(X, y, D, nu, option)
Arguments
X |
the design matrix |
y |
the response vector |
D |
the linear transform |
nu |
the parameter for variable splitting |
option |
options for creating the Knockoff copy option$copy true : create a knockoff copy; |
Value
A_beta: the design matrix for beta after variable splitting
A_gamma: the design matrix for gamma after variable splitting
tilde_y: the response vector after variable splitting.
tilde_A_gamma: the knockoff copy of A_beta; will be NULL if option$copy = false.
Examples
option <- list()
option$q <- 0.2
option$method <- 'knockoff'
option$normalize <- 'true'
option$lambda <- 10.^seq(0, -6, by=-0.01)
option$nu <- 10
option$copy <- 'true'
library(mvtnorm)
sigma <-1
p <- 100
D <- diag(p)
m <- nrow(D)
n <- 350
nu = 10
c = 0.5
Sigma = matrix(0, p, p)
for( i in 1: p){
for(j in 1: p){
Sigma[i, j] <- c^(abs(i - j))
}
}
X <- rmvnorm(n,matrix(0, p, 1), Sigma)
beta_true <- matrix(0, p, 1)
varepsilon <- rnorm(n) * sqrt(sigma)
y <- X %*% beta_true + varepsilon
creat.result <- sk.create(X, y, D, nu, option)
A_beta <- creat.result$A_beta
A_gamma <- creat.result$A_gamma
tilde_y <- creat.result$tilde_y
tilde_A_gamma <- creat.result$tilde_A_gamma
