add_dummies_GVS: Add dummy predictors to the original predictor matrix, as...

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

Add dummy predictors to the original predictor matrix, as required by the T-Rex+GVS selector (\Sexpr[results=rd]{tools:::Rd_expr_doi("10.23919/EUSIPCO55093.2022.9909883")})

Description

Generate num_dummies dummy predictors as required for the T-Rex+GVS selector (\Sexpr[results=rd]{tools:::Rd_expr_doi("10.23919/EUSIPCO55093.2022.9909883")}) and append them to the predictor matrix X.

Usage

add_dummies_GVS(X, num_dummies, corr_max = 0.5)

Arguments

X	Real valued predictor matrix.
num_dummies	Number of dummies that are appended to the predictor matrix. Has to be a multiple of the number of original variables.
corr_max	Maximum allowed correlation between any two predictors from different clusters.

Value

Enlarged predictor matrix for the T-Rex+GVS selector.

Examples

set.seed(123)
n <- 50
p <- 100
X <- matrix(stats::rnorm(n * p), nrow = n, ncol = p)
add_dummies_GVS(X = X, num_dummies = p)

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