create.svm: Regression-based knockoffs construction

Description Usage Arguments Value

View source: R/create_svm.R

Description

This function constructs knockoffs based on regression, specifically support vector regression, and permutation of errors, given the conditionally exchangeable feature of knockoffs.

Usage

1

Arguments

X

matrix of original predictors

Value

n by p knockoffs matrix


hanfu-bios/varsel documentation built on May 27, 2019, 4:50 a.m.