FDP: False discovery proportion (FDP)

In TRexSelector: T-Rex Selector: High-Dimensional Variable Selection & FDR Control

False discovery proportion (FDP)

Description

Computes the FDP based on the estimated and the true regression coefficient vectors.

Usage

FDP(beta_hat, beta, eps = .Machine$double.eps)

Arguments

beta_hat	Estimated regression coefficient vector.
beta	True regression coefficient vector.
eps	Numerical zero.

Value

False discovery proportion (FDP).

Examples

data("Gauss_data")
X <- Gauss_data$X
y <- c(Gauss_data$y)
beta <- Gauss_data$beta

set.seed(1234)
res <- trex(X, y)
beta_hat <- res$selected_var

FDP(beta_hat = beta_hat, beta = beta)

TRexSelector documentation built on May 29, 2024, 2:57 a.m.