sample_subsets: Create necessary objects for SPVIMs

In bdwilliamson/npvi: Perform Inference on Algorithm-Agnostic Variable Importance

Create necessary objects for SPVIMs

Description

Creates the Z and W matrices and a list of sampled subsets, S, for SPVIM estimation.

Usage

sample_subsets(p, gamma, n)

Arguments

p	the number of covariates
gamma	the fraction of the sample size to sample (e.g., gamma = 1 means sample n subsets)
n	the sample size

Value

a list, with elements Z (the matrix encoding presence/absence of each feature in the uniquely sampled subsets), S (the list of unique sampled subsets), W (the matrix of weights), and z_counts (the number of times each subset was sampled)

Examples

p <- 10
gamma <- 1
n <- 100
set.seed(100)
subset_lst <- sample_subsets(p, gamma, n)

bdwilliamson/npvi documentation built on Feb. 14, 2025, 10:43 p.m.