LessPermutation: Reduce permutation times by fitting generalized pareto...

In VSOLassoBag: Variable Selection Oriented LASSO Bagging Algorithm

Reduce permutation times by fitting generalized pareto distribution of the right tail data

Description

Reduce permutation times by fitting generalized pareto distribution of the right tail data

Usage

LessPermutation(
  X,
  x0,
  fitting.method = "mle",
  search.step = 0.01,
  fit.cutoff = 0.05,
  when.to.fit = 0.05
)

Arguments

X	a vector of data recording the permutation values
x0	observed value
fitting.method	method to fit GPD, default is "mle", alternative "gd"(gradient descend)
search.step	the length of step (this param * length(X)) to find threshold. Default 0.01
fit.cutoff	the cutoff of p value to judge whether it fits well to GPD, default is 0.05
when.to.fit	a cutoff to tell how many sample values are bigger than the target value then we don't need to fit GPD. it is a portion.Default 0.05

Value

p value of the observed value in the permutation test

Examples

x <- POT::rgpd(200, 1, 2, 0.25)
LessPermutation(x,1,fitting.method='gd')

VSOLassoBag documentation built on Sept. 1, 2025, 5:10 p.m.