MC_gSAM: wrap models to test WAPL This peforms Monte Carlo simulation...

Description Usage Arguments

View source: R/MC_gWAPL.R

Description

wrap models to test WAPL This peforms Monte Carlo simulation for a given scenario, comparing 6 models together

Usage

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MC_gSAM(
  n.rep = 100,
  N = 400,
  sgm = 0.1,
  sim.seed = 425,
  group = NULL,
  s = 1,
  PosX.idx = c(1, 2, 3),
  m = 10,
  lambda = NULL,
  nlambda = 100,
  lambda.min.ratio = 0.2,
  splineP = c(3:10),
  sgm_list = c(0.01, 0.05, 0.1, 1)
)

Arguments

n.rep:

number of Monte Carlo simulation

N:

sample size for training data

sgm:

noise

sim.seed:

simulation seed

group:

group information, length n vector, if NULL, then no group selection applies

s:

scenario

PosX.idx:

true prognostic variable index

m:

numer of fold for cross validation

lambda:

A user supplied lambda sequence(ordered in decreasing value). Normally set it to null so the computing algorithm calculate it automatically.

nlambda:

number of lambda, default is 50

lambda.min.ratio:

the ration between max lambda and minimal lambda

splineP:

Candidate value of number of basis, default is c(3:10)

sgm_list:

Candidate value sigma, used in rbf kernel for OWL/RWL


sambiostat/WAPL documentation built on May 26, 2020, 12:17 a.m.