copulaKnockoff: Knockoff Construction through Copula
In CHuanSite/copulaKnockoff: Implementation of Gaussian Copula for Knockoff Variable Selection
Description
Usage
Arguments
Value
Examples
View source: R/copulaKnockoff.R
Description
Construct knockoffs by estimating Gaussian Copulas first
Usage
1
copulaKnockoff(data.x, R = NULL, marginal_list = NULL)
Arguments
data.x
input data
R
correlation matrix, can be provided, default value is NULL, where the algorithm will estimate it
marginal_list
marginal list, containing mean and standard deviation
Value
A list of correlation and constructed knockoff
Examples
1
2
3
out_copula = gaussianCopula(p = 100, n = 500, type = "diag")
out_data = gaussianDistributionGeneration(copula = out_copula, p = 100, n = 500)
out = copulaKnockoff(out_data$data)
CHuanSite/copulaKnockoff documentation built on Aug. 1, 2020, 12:50 p.m.
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Description Usage Arguments Value Examples
View source: R/copulaKnockoff.R
Description
Construct knockoffs by estimating Gaussian Copulas first
Usage
1 | copulaKnockoff(data.x, R = NULL, marginal_list = NULL)
|
Arguments
data.x |
input data |
R |
correlation matrix, can be provided, default value is NULL, where the algorithm will estimate it |
marginal_list |
marginal list, containing mean and standard deviation |
Value
A list of correlation and constructed knockoff
Examples
1 2 3 | out_copula = gaussianCopula(p = 100, n = 500, type = "diag")
out_data = gaussianDistributionGeneration(copula = out_copula, p = 100, n = 500)
out = copulaKnockoff(out_data$data)
|
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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