aggregate_features | R Documentation |
This function achieves rare features aggregation while simultaneously controlling False Split Rate under a target level. The aggregation is achieved by two steps: (1) Generate p-values for each interior node (2) Sequentially test on the tree.
aggregate_features(y, X, sigma = NULL, tree = NULL, alpha)
y |
A length- |
X |
An |
sigma |
Standard deviation of noise. If not given, the algorithm will estimate sigma. |
tree |
An object encoding the tree structure. Can be one of three
formats: (1) an |
alpha |
A use-specified target FSR level |
Returns the aggregation result.
alpha |
The target FSR level. |
groups |
A length- |
rejections |
A length-( |
p_vals |
A length-( |
## See vignette for a small data example.
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