select_var_fun_DA_BT: Compute set of selected variables for the T-Rex+DA+BT...

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

Compute set of selected variables for the T-Rex+DA+BT selector T-Rex+DA+BT selector (\Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2401.15796")})

Description

Computes the set of selected variables and returns the estimated support vector for the T-Rex+DA+BT selector (\Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2401.15796")}).

Usage

select_var_fun_DA_BT(
  p,
  tFDR,
  T_stop,
  FDP_hat_array_BT,
  Phi_array_BT,
  V,
  rho_grid
)

Arguments

p	Number of candidate variables.
tFDR	Target FDR level (between 0 and 1, i.e., 0% and 100%).
T_stop	Number of included dummies after which the random experiments (i.e., forward selection processes) are stopped.
FDP_hat_array_BT	Array containing the conservative FDP estimates for all variables (dimension 1), values of the voting level grid (dimension 2), and values of the dendrogram grid (dimension 3).
Phi_array_BT	Array of relative occurrences as determined by the T-Rex calibration algorithm.
V	Voting level grid.
rho_grid	Dendrogram grid.

Value

List containing the estimated support vector, etc.

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