single_simulation: Run a single simulation

In StatsIMUWr/slobeC: What the package does (short line)

Description

Run a single simulation

Usage

single_simulation(num_observations, correlation_matrix, signal,
  FDR = 0.1, tolerance = 1e-04, metrics = list(mse = mse, tp = tp, fp
  = fp, pred_err = pred_error))

Arguments

num_observations	Number of observation in a data matrix
correlation_matrix	Object of type "cor_desc" specifying correlation structure
signal	Object of class "signal" specifying the beta vector.
FDR	FDR level for SLOPE
tolerance	Tolerance to be used in admm algorithm
metric	named list of metrics to be calculated

Value

List of simulation parameters and simulation results.

StatsIMUWr/slobeC documentation built on Oct. 31, 2019, 12:03 a.m.