knockoff.threshold: Threshold for the knockoff filter
In knockoff: The Knockoff Filter for Controlled Variable Selection
View source: R/knockoff_filter.R
knockoff.threshold R Documentation
Threshold for the knockoff filter
Description
Computes the threshold for the knockoff filter.
Usage
knockoff.threshold(W, fdr = 0.1, offset = 1)
Arguments
W
the test statistics
fdr
target false discovery rate (default: 0.1)
offset
either 0 or 1 (default: 1). The offset used to compute the rejection threshold on the
statistics. The value 1 yields a slightly more conservative procedure ("knockoffs+") that
controls the FDR according to the usual definition, while an offset of 0 controls a modified FDR.
Value
The threshold for variable selection.
knockoff documentation built on Aug. 15, 2022, 9:06 a.m.
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View source: R/knockoff_filter.R
| knockoff.threshold | R Documentation |
Threshold for the knockoff filter
Description
Computes the threshold for the knockoff filter.
Usage
knockoff.threshold(W, fdr = 0.1, offset = 1)
Arguments
W |
the test statistics |
fdr |
target false discovery rate (default: 0.1) |
offset |
either 0 or 1 (default: 1). The offset used to compute the rejection threshold on the statistics. The value 1 yields a slightly more conservative procedure ("knockoffs+") that controls the FDR according to the usual definition, while an offset of 0 controls a modified FDR. |
Value
The threshold for variable selection.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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