sample.g_copula.nulls: Generate null samples for Gaussian copula covariates

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

Description

This function generates null samples of a given subset of variables for Gaussian copula covariates.

Usage

sample.g_copula.nulls(X, S, K, gamma_X.list_S, sigma_X.list_S, verbose = FALSE)

Arguments

X	a n by p matrix, containing the Gaussian vectors before applying the probability integral transform
S	a subset of covariates, for which null samples are constructed.
K	number of null replicates.
gamma_X.list_S	a list of length |S|, with each element being the linear coefficient of the given covariate on the other covariates (before the probability integral transform).
sigma_X.list_S	a list of length |S|, with each element being the variance of the conditional distribution (before the probability integral transform).
verbose	whether to show intermediate progress (default: FALSE).

Value

A list of length |S|, with each element being a (n*K)-dimensional vector, which contains K set of null samples.

References

\insertRef

LZ-LJ:2020floodgate

See Also

Other sampling: cosuff.g_copula.nulls(), cosuff.gaussian.nulls(), sample.gaussian.nulls()

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