slob_simulation: Multiple runs of the simulation for a single set of...

Description Usage Arguments Value

View source: R/simulations.R

Description

Multiple runs of the simulation for a single set of parameters

Usage

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slob_simulation(num_iterations, 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_iterations

Number of replications

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

Value

A data frame of results


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