measure_instability {MaximinInfer}

measurement of instability

Description

compute the instability measurement given a specific ridge penalty

Usage

measure_instability(
  obj,
  delta = 0,
  gen.size = 500,
  threshold = 0,
  alpha.thres = 0.01
)

Arguments

obj

The returned list of Maximin

delta

The ridge penalty (Default = 0)

gen.size

The generating sample size (Default = 500)

threshold

Should generated samples be filtered or not? if 0, use normal threshold to filter; if 1, use chi-square threshold to filter; if 2, do not filter. (Default = 0)

alpha.thres

The confidence value to select generated samples (Default = 0.01)

Value

The measurement of instability