threshold {SplitKnockoff}R Documentation

compute the threshold for variable selection

Description

compute the threshold for variable selection

Usage

threshold(W, q, method = "knockoff+")

Arguments

W

statistics W_j for testing null hypothesis beta_j = 0

q

target FDR

method

option$method can be 'knockoff' or 'knockoff+'

Value

T: threshold for variable selection


[Package SplitKnockoff version 2.1 Index]