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]