my.fdp: A implement of FDP and limit FDP at t

In DawnGnius/SC19086: Statistics Computation Final Project

Description

A implement of FDP and limit FDP at t

Usage

my.fdp(t)

Arguments

t	the point to be estimated

Value

a list of FDP and limit FDP

Examples

## Not run: 
set.seed(12345)
n <- 100; rho <- 0.5; sig <- 2; p.nonzero <- 10; beta.nonzero <- 1; p <- 100
beta <- c(rep(beta.nonzero, p.nonzero), rep(0, p-p.nonzero))
Sigma <- matrix(rep(rho, p*p), p, p); diag(Sigma) <- rep(1, p)
dat <- MASS::mvrnorm(n, rep(0,p), Sigma)
Sigma.eigen <- eigen(Sigma)
mu <- unlist(base::lapply(X=1:p, FUN=function(ii) sqrt(n)*beta[ii]*sqrt(var(dat[, ii]))/sig))
my.fdp(0.01)

## End(Not run)

DawnGnius/SC19086 documentation built on Jan. 3, 2020, 2:10 a.m.