cvDesparse: Select the optimal tuning for bootstrap-calibrated...

Description Usage Arguments Value

View source: R/cvDesparse.R

Description

Select the optimal tuning for bootstrap-calibrated desparsified Lasso

Usage

1
cvDesparse(y, x, r = NULL, G = NULL, B = NULL, fold = 3)

Arguments

y

response

x

design matrix

r

candidate tuning parameters

G

indices of subgroups

B

bootstrap repetitions

fold

number of folds in cross-validation

Value

op

optimal tuning parameter


WaverlyWei/debiased.subgroup documentation built on Jan. 27, 2021, 12:15 a.m.