sk.W_path {SplitKnockoff} | R Documentation |
W statistics generator based on the beta(lambda) from a split LASSO path
Description
generates the split knockoff statistics W based on the beta(lambda) from a split LASSO path in the intercepetion assignment step.
Usage
sk.W_path(X, D, y, nu, option)
Arguments
X |
the design matrix |
D |
the linear transform |
y |
the response vector |
nu |
the parameter for variable splitting |
option |
options for creating the Knockoff statistics option$lambda: the choice of lambda for the path |
Value
the split knockoff statistics W and various intermedia statistics
[Package SplitKnockoff version 2.1 Index]