FDP {TRexSelector}

False discovery proportion (FDP)

Description

Computes the FDP based on the estimated and the true regression coefficient vectors.

Usage

FDP(beta_hat, beta, eps = .Machine$double.eps)

Arguments

beta_hat

Estimated regression coefficient vector.

beta

True regression coefficient vector.

eps

Numerical zero.

Value

False discovery proportion (FDP).

Examples

data("Gauss_data")
X <- Gauss_data$X
y <- c(Gauss_data$y)
beta <- Gauss_data$beta

set.seed(1234)
res <- trex(X, y)
beta_hat <- res$selected_var

FDP(beta_hat = beta_hat, beta = beta)