processX: Process X matrix

In qut: Quantile Universal Threshold

Description

Rescales and transforms the X matrix according to the desired parameters, and sets all the options required by the test.

Usage

processX(X, family = gaussian, alpha, intercept = TRUE, group.sizes = rep(1, ncol(X)), 
A = ncol(X), LAD = FALSE, composite = TRUE, 
M = min(10000, max(1000, 1e+10/nrow(X)/ncol(X))))

Arguments

X	input matrix, of dimension n x p; each row is an observation vector.
family	response type (see above). Default is gaussian.
alpha	alpha for quantile rescaling; if alpha=0, then no rescaling.
intercept	should intercept(s) be fitted (default=TRUE) or set to zero (FALSE).
group.sizes	the vector of group sizes for affine group lasso. The number of elements is L and sum(group.sizes) should be equal to P. If L==P, then the lasso test is employed, otherwise group lasso. Default is no groups, so rep(1,ncol(X)).
A	if A is a matrix it tests A beta = c. If A is a vector, then it gives the indexes of the parameters to be tested. Used if family=gaussian. Default is to test beta=0, so A=ncol(X).
LAD	set TRUE if LAD lasso test. Default is FALSE
composite	set TRUE if composite test (O & +). Default is TRUE
M	number of Monte Carlo Simulations to estimate the distribution Λ.

Value

an object containing all the variables corresponding to the rescaling and test options.

Author(s)

Sylvain Sardy and Jairo Diaz

Examples

	# Test H0:beta=0
		P=200
		N=20
		s=1
		A=P
		alpha=0.05
		X=matrix(rnorm(N*P),N,P)
		outrescale=processX(X,gaussian,alpha)
		M=100 #Leave the default or select higher value for better level.
	
	#when H0 is not rejected
		beta_scal=0
		beta=c(rep(beta_scal, s), rep(0, P-s)) 
		y=X%*%beta+rnorm(N)
		out=affinelassotest(y,X,gaussian,alpha,M=M,outrescale=outrescale)
		print(out$rejectH0)
	
	#when H0 is rejected
		beta_scal=10
		beta=c(rep(beta_scal, s), rep(0, P-s)) 
		y=X%*%beta+rnorm(N)
		out=affinelassotest(y,X,gaussian,alpha,M=M,outrescale=outrescale)
		print(out$rejectH0)

qut documentation built on Jan. 19, 2021, 5:09 p.m.