pseudovalidationR: Performs 'pseudovalidation' to select the best lambda value...

In tshmak/lassosum: LASSO with summary statistics and a reference panel

Description

Performs ‘pseudovalidation’ to select the best λ value in lassosum (without PLINK bfile)

Usage

pseudovalidationR(genotype.mat, beta, cor)

Arguments

genotype.mat	A genotype matrix (coded 0/1/2)
beta	The matrix of estimated βs
cor	The vector of correlations (r)

Details

A function to calculate

f(λ)=β'r/√{β'X'Xβ}

where X is the standardized genotype matrix divided by √ n, and r is a vector of (shrunken) correlations.

Value

the results of the pseudovalidation, i.e. f(λ)

Note

• The number of rows in beta and the length of cor should be the same as the number of columns in genotype.mat.

tshmak/lassosum documentation built on Sept. 24, 2020, 9:41 a.m.