KOBT (version 0.1.0)

create.pc.knockoff: Create PC Knockoffs

Description

Create non-parametric knockoffs based on principal component regression and residuals permutation.

Usage

create.pc.knockoff(X, pc.num)

Arguments

X

An input original design matrix.

pc.num

The number of pricial components to be used for generating knockoff matrices.

Value

A principal component knockoff matrix.

Examples

# NOT RUN {
set.seed(10)
X <- matrix(rnorm(100), nrow = 10)
tmp <- create.pc.knockoff(X = X, pc.num = 5)
# }