hittingpoint {SplitKnockoff}R Documentation

hitting point calculator on a given path

Description

calculate the hitting time and the sign of respective variable in a path.

Usage

hittingpoint(coef, lambda_vec)

Arguments

coef

the path for one variable

lambda_vec

respective value of lambda in the path

Value

Z: the hitting time

r: the sign of respective variable at the hitting time


[Package SplitKnockoff version 1.2 Index]