create_sdp: SDP Knockoffs Creates fixed-X knockoffs using the SDP method

Description Usage Arguments Value

View source: R/create_sdp.R

Description

SDP Knockoffs Creates fixed-X knockoffs using the SDP method

Usage

1
create_sdp(X, randomize = FALSE)

Arguments

X

Design matrix to create knockoffs for.

randomize

If true, U tilde is a random matrix. If false, U tilde is the second half of the matrix Q, where Q is part of the QR decomposition of an nx2p matrix [U\ 0], where X = UDV^T. default is false.

Value

The knockoff nxp design matrix.


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