select_var_fun_DA_BT {TRexSelector}

Compute set of selected variables for the T-Rex+DA+BT selector T-Rex+DA+BT selector (doi:10.48550/arXiv.2401.15796)

Description

Computes the set of selected variables and returns the estimated support vector for the T-Rex+DA+BT selector (doi:10.48550/arXiv.2401.15796).

Usage

select_var_fun_DA_BT(
  p,
  tFDR,
  T_stop,
  FDP_hat_array_BT,
  Phi_array_BT,
  V,
  rho_grid
)

Arguments

p

Number of candidate variables.

tFDR

Target FDR level (between 0 and 1, i.e., 0% and 100%).

T_stop

Number of included dummies after which the random experiments (i.e., forward selection processes) are stopped.

FDP_hat_array_BT

Array containing the conservative FDP estimates for all variables (dimension 1), values of the voting level grid (dimension 2), and values of the dendrogram grid (dimension 3).

Phi_array_BT

Array of relative occurrences as determined by the T-Rex calibration algorithm.

V

Voting level grid.

rho_grid

Dendrogram grid.

Value

List containing the estimated support vector, etc.