inference_general: Obtain the floodgate LCB using the Delta method

In LuZhangH/floodgate: Floodgate: inference for model-free variable importance

Description

This function produces floodgate LCB using the Delta method.

Usage

inference_general(
  R,
  V = NULL,
  V_mean = NULL,
  alevel = 0.05,
  test = "z",
  one.sided = TRUE
)

Arguments

R	a vector of length n2, corresonding the term in the paper.
V	a vector of length n2, corresonding the term in the paper (defaul: NULL).
V_mean	the expected conditional variance term Var(Xj |X-j) (defaul: NULL).
alevel	confidence level (defaul: 0.05).
test	type of the hypothesis test (defaul: "z").
one.sided	whether to obtain LCB or p-values via the one-sided way (default: TRUE).

Value

A vector of length 4: p-value, LCI, UCI and LCB.

References

\insertRef

LZ-LJ:2020floodgate

See Also

Other methods: calculate.V_mean(), calulate.mu_Xk(), fg.inference.binary(), fg.inference(), fit.mu(), floodgate.binary(), floodgate()

LuZhangH/floodgate documentation built on Aug. 30, 2020, 2:10 a.m.