LassoGenerationModel: Data Generation with Lasso Model

In CHuanSite/copulaKnockoff: Implementation of Gaussian Copula for Knockoff Variable Selection

Description

Generate data with the Lasso Model

Usage

LassoGenerationModel(
  data_signal,
  p_freq,
  signal_low_significant = 3,
  signal_high_significant = 5
)

Arguments

data_signal	The covariate used to generate the data
p_freq	The percentage of covariates that are set to be 0
signal_low_significant	The lower bound on the signal significance, default value is set to be 3
signal_high_significant	The higher bound on the signal significance, default value is set to be 5

Value

A list containing the data, covariant, the mask and p_freq

Examples

out_X = gaussianDistribution(100, 50, "unstructure")
out_Y_Lasso = LassoGenerationModel(out_X$X, 0.5)

CHuanSite/copulaKnockoff documentation built on Aug. 1, 2020, 12:50 p.m.