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

View source: R/cvDesparse.R

cvDesparseR Documentation

Select the optimal tuning for bootstrap-calibrated desparsified Lasso

Description

Select the optimal tuning for bootstrap-calibrated desparsified Lasso

Usage

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 June 27, 2022, 7:22 p.m.