confint_colwiseinverse: Desparsified lasso based on column-wise inverse matrix

In abichat/zazou: Z-Scores As Ornstein-Uhlenbeck

Description

Desparsified lasso based on column-wise inverse matrix

Usage

confint_colwiseinverse(
  x,
  alpha_conf = 0.05,
  gamma,
  silent_on_errors = TRUE,
  ...
)

Arguments

x	A 'shiftpunct' object.
alpha_conf	The confidence level.
gamma	Numeric. Non-negative
silent_on_errors	Logical, default to TRUE.
...	Further arguments to be passed to or from other methods.

Details

If gamma is missing, it is chose with generate_gamma whose factor argument could be passed to with ....

Value

a list

abichat/zazou documentation built on Sept. 8, 2021, 6:53 a.m.