LessPermutation

Reduce permutation times by fitting generalized pareto distribution of the right tail data.

A wrapped LASSO approach by integrating an ensemble learning strategy to help select efficient, stable, and high confidential variables from omics-based data. Using a bagging strategy in combination of a parametric method or inflection point search method for cut-off threshold determination. This package can integrate and vote variables generated from multiple LASSO models to determine the optimal candidates. Luo H, Zhao Q, et al (2020) <doi:10.1126/scitranslmed.aax7533> for more details.

Chaoye Wang

VSOLassoBag

Variable Selection Oriented LASSO Bagging Algorithm

Jiaqi Liang

LessPermutation function

<dl><dt>X</dt>
<dd>a vector of data recording the permutation values</dd>
<dt>x0</dt>
<dd>observed value</dd>
<dt>fitting.method</dt>
<dd>method to fit GPD, default is "mle", alternative "gd"(gradient descend)</dd>
<dt>search.step</dt>
<dd>the length of step (this param * length(X)) to find threshold. Default 0.01</dd>
<dt>fit.cutoff</dt>
<dd>the cutoff of p value to judge whether it fits well to GPD, default is 0.05</dd>
<dt>when.to.fit</dt>
<dd>a cutoff to tell how many sample values are bigger than the target value then we don't need to fit GPD. it is a portion.Default 0.05</dd></dl>

Arguments

Reduce permutation times — LessPermutation

<dl>

<dt>X</dt>
<dd>a vector of data recording the permutation values</dd>


<dt>x0</dt>
<dd>observed value</dd>


<dt>fitting.method</dt>
<dd>method to fit GPD, default is "mle", alternative "gd"(gradient descend)</dd>


<dt>search.step</dt>
<dd>the length of step (this param * length(X)) to find threshold. Default 0.01</dd>


<dt>fit.cutoff</dt>
<dd>the cutoff of p value to judge whether it fits well to GPD, default is 0.05</dd>


<dt>when.to.fit</dt>
<dd>a cutoff to tell how many sample values are bigger than the target value then we don't need to fit GPD. it is a portion.Default 0.05</dd>

</dl>

LessPermutation: Reduce permutation times

Description

Usage

Value

Arguments

Examples