HMC (version 1.1)

evaluate_pca_lasso_plug_in: Calculate the test statistics on the left-out samples. Called in anchored_lasso_testing().

Description

Calculate the test statistics on the left-out samples. Called in anchored_lasso_testing().

Usage

evaluate_pca_lasso_plug_in(
  cross_fitting_sample_1,
  cross_fitting_sample_2,
  nuisance_collection,
  mean_method = "lasso"
)

Value

A list of test statistics.

influence_each_subject_1

Test statistics for sample 1.

influence_each_subject_1

Test statistics for sample 2.

for_variance_each_subject_1

Statistics for variance calculation, sample 1.

for_variance_each_subject_2

Statistics for variance calculation, sample 2.

Arguments

cross_fitting_sample_1

Group 1 sample. Each row is a subject and each column corresponds to a feature.

cross_fitting_sample_2

Group 2 sample. Each row is a subject and each column corresponds to a feature.

nuisance_collection

A collection of nuisance quantities estimated using "nuisance" samples. It is the output of estimate_nuisance_pc().

mean_method

Methods used to estimate the discriminant direction. Default is logistic Lasso "lasso". Can also take value "lasso_no_truncation"