lasso_coef_diff: Importance statistics based on Lasso coefficient

Description Usage Arguments Value

View source: R/lasso_coef_diff.R

Description

This function provides importance scores for variables (including the knockoffs) in order to compute statistics. The variable importance is measured by Lasso coefficient.

Usage

1
lasso_coef_diff(Xaug, y, family = Gaussian())

Arguments

Xaug

augmented design matrix combining original predictors and knockoff variables

y

response vector, or a survival object with two columns

family

Binomial(), Binomial(link = “logit”, type=”glm”), Gaussian(), Poisson(), CoxPH(), Cindex(), GammaReg(), NBinomial(), Weibull(), Loglog(), Lognormal(), etc. See mboost documentation for details.

Value

2p vector containing varible importance for both orginal variables and knockoff variables


hanfu-bios/varsel documentation built on March 19, 2018, 10:08 a.m.