compute_threshold: Knockoff threshold

Description Usage Arguments Value

View source: R/compute_threshold.R

Description

Calculates the threshold T for variable selection for the Knockoff and Knockoff+ procedures.

Usage

1
compute_threshold(W, q, plus)

Arguments

W

the set of p test statistics.

q

the desired FDR.

plus

a boolean T/F, true for the Knockoff+ procedure and false for the Knockoff procedure.

Value

A threshold to use for variable selection.


svteichman/prelim.knockoffs documentation built on May 28, 2020, 5:14 p.m.