Description Usage Arguments Details Value Author(s) Examples
Differential Regression (multi-split version).
1 2 3 4 5 6 7 | diffregr_multisplit(y1, y2, x1, x2, b.splits = 50, frac.split = 1/2,
screen.meth = "screen_cvtrunc.lasso", gamma.min = 0.05,
compute.evals = "est2.my.ev3.diffregr",
method.compquadform = "imhof", acc = 1e-04, epsabs = 1e-10,
epsrel = 1e-10, show.warn = FALSE, n.perm = NULL,
mc.flag = FALSE, mc.set.seed = TRUE, mc.preschedule = TRUE,
mc.cores = getOption("mc.cores", 2L), ...)
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y1 |
Response vector condition 1. |
y2 |
Response vector condition 2. |
x1 |
Predictor matrix condition 1. |
x2 |
Predictor matrix condition 2. |
b.splits |
Number of splits (default=50). |
frac.split |
Fraction train-data (screening) / test-data (cleaning) (default=0.5). |
screen.meth |
Screening method (default='screen_cvtrunc.lasso'). |
gamma.min |
Tuning parameter in p-value aggregation of Meinshausen et al (2009) (default=0.05). |
compute.evals |
Method to estimate the weights in the weighted-sum-of-chi2s distribution. The default and (currently) the only available option is the method 'est2.my.ev3.diffregr'. |
method.compquadform |
Algorithm for computing distribution function of weighted-sum-of-chi2 (default='imhof'). |
acc |
See ?davies (default=1e-4). |
epsabs |
See ?imhof (default=1e-10). |
epsrel |
See ?imhof (default=1e-10). |
show.warn |
Show warnings (default=FALSE)? |
n.perm |
Number of permutation for "split-perm" p-value. Default=NULL, which means that the asymptotic approximation is used. |
mc.flag |
If |
mc.set.seed |
See mclapply. Default=TRUE |
mc.preschedule |
See mclapply. Default=TRUE |
mc.cores |
Number of cores to use in parallel execution. Defaults to mc.cores option if set, or 2 otherwise. |
... |
Other arguments specific to screen.meth. |
Intercepts in regression models are assumed to be zero (mu1=mu2=0). You might need to center the input data prior to running Differential Regression.
List consisting of
ms.pval |
p-values for all b.splits |
ss.pval |
single-split p-value |
medagg.pval |
median aggregated p-value |
meinshagg.pval |
meinshausen aggregated p-value (meinshausen et al 2009) |
teststat |
test statistics for b.splits |
weights.nulldistr |
estimated weights |
active.last |
active-sets obtained in last screening-step |
beta.last |
constrained mle (regression coefficients) obtained in last cleaning-step |
n.stadler
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 | ###############################################################
##This example illustrates the use of Differential Regression##
###############################################################
##set seed
set.seed(1)
## Number of predictors and sample size
p <- 100
n <- 80
## Predictor matrices
x1 <- matrix(rnorm(n*p),n,p)
x2 <- matrix(rnorm(n*p),n,p)
## Active-sets and regression coefficients
act1 <- sample(1:p,5)
act2 <- c(act1[1:3],sample(setdiff(1:p,act1),2))
beta1 <- beta2 <- rep(0,p)
beta1[act1] <- 0.5
beta2[act2] <- 0.5
## Response vectors under null-hypothesis
y1 <- x1%*%as.matrix(beta1)+rnorm(n,sd=1)
y2 <- x2%*%as.matrix(beta1)+rnorm(n,sd=1)
## Diffregr (asymptotic p-values)
fit.null <- diffregr_multisplit(y1,y2,x1,x2,b.splits=5)
fit.null$ms.pval#multi-split p-values
fit.null$medagg.pval#median aggregated p-values
## Response vectors under alternative-hypothesis
y1 <- x1%*%as.matrix(beta1)+rnorm(n,sd=1)
y2 <- x2%*%as.matrix(beta2)+rnorm(n,sd=1)
## Diffregr (asymptotic p-values)
fit.alt <- diffregr_multisplit(y1,y2,x1,x2,b.splits=5)
fit.alt$ms.pval
fit.alt$medagg.pval
## Diffregr (permutation-based p-values; 100 permutations)
fit.alt.perm <- diffregr_multisplit(y1,y2,x1,x2,b.splits=5,n.perm=100)
fit.alt.perm$ms.pval
fit.alt.perm$medagg.pval
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