Path.Resample.Power: Simulate the power of LOCO regularization path test...

In statcao/LOCOpath: R package for high-dimensional inference using LOCO regularization path

Description

This function simulate the power of LOCO regularization path test statistics

Usage

Path.Resample.Power(n = 100, p = 1000, beta = c(rep(1, 10), rep(0,
  990)), rho = 0.5, iter = 500, B = 500, setting = "dep",
  which.covariate = 1, betaNull = 1, multiTest = FALSE, ...)

Arguments

n:	integar, sample size
p:	integar, number of covariates
rho:	correlation, if real value, $eqnSigma_i,j = rho ^ |i-j| if string, c("equl", "weak_equl")
beta:	true beta coefficient
iter:	number of iterations
B:	number of bootstraps
which.covariate:	args passed to Path.TS
betaNull:	args passed to Path.TS
multiTest:	args passed to Path.TS
...:	args passed to Path.TS

Value

a vector of power for each Hypothesis test specified

statcao/LOCOpath documentation built on July 11, 2020, 6:44 p.m.