model.compare: Simulation Program

Description Usage Arguments Author(s) References Examples

View source: R/R package.R

Description

The function returns a list of simulations that summary the biases, TPR, FPR, FDR, selected index, sigma2 bias of auto lasso method and lasso1 method.

Usage

1
model.fitting(x,N.sim=100,p.true=5,sigma.true,beta.true)

Arguments

x

Predicted variable

N.sim

Times of simulation

p.true

Number of active variables

sigma.true

True value of sigma

beta.true

True value of beta

Author(s)

Sujit K. Ghosh, Kaiyuan Duan, Guangjie Yu

References

A Fast Automatic Variable Selection Method for LinearRegression Model

Examples

1
model.fitting=function(x=x,N.sim=100,p.true=5,sigma.true=sigma.true,beta.true=beta.true)

Kaiyuan-Carl-Duan/R-package-AutoLasso documentation built on Dec. 18, 2021, 2:40 a.m.