evaluate_pca_lasso_plug_in {HMC} | R Documentation |
Calculate the test statistics on the left-out samples. Called in anchored_lasso_testing().
Description
Calculate the test statistics on the left-out samples. Called in anchored_lasso_testing().
Usage
evaluate_pca_lasso_plug_in(
cross_fitting_sample_1,
cross_fitting_sample_2,
nuisance_collection,
mean_method = "lasso"
)
Arguments
cross_fitting_sample_1 |
Group 1 sample. Each row is a subject and each column corresponds to a feature. |
cross_fitting_sample_2 |
Group 2 sample. Each row is a subject and each column corresponds to a feature. |
nuisance_collection |
A collection of nuisance quantities estimated using "nuisance" samples. It is the output of estimate_nuisance_pc(). |
mean_method |
Methods used to estimate the discriminant direction. Default is logistic Lasso "lasso". |
Value
A list of test statistics.
influence_each_subject_1 |
Test statistics for sample 1. |
influence_each_subject_1 |
Test statistics for sample 2. |
for_variance_each_subject_1 |
Statistics for variance calculation, sample 1. |
for_variance_each_subject_2 |
Statistics for variance calculation, sample 2. |
[Package HMC version 1.0 Index]