W_support {SplitKnockoff} | R Documentation |
W statistics generator for FDR control
Description
generate the split knockoff statistics W for a split LASSO path, only consider the support set estimation
Usage
W_support(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 Split Knockoff statistics; option$eta specify the choice of eta for creating the knockoff copy; option$lambda specify the choice of lambda for the split LASSO path |
Value
W: the knockoff statistics
Z: feature significance
t_Z: knockoff significance
[Package SplitKnockoff version 1.2 Index]