The goal of sdafilter is to provide an R package for our new paper on arXiv; see the link: https://arxiv.org/abs/2002.11992
You can install the released version of sdafilter from CRAN with:
install.packages("sdafilter")And the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("dulilun/sdafilter")This is a simple example of multiple testing of means under dependence.
library(sdafilter)
n = 50
p = 100
rho = 0.8
Sig = matrix(rho, p, p)
diag(Sig) = 1
dat <- MASS::mvrnorm(n, rep(0, p), Sig)
mu = rep(0, p)
mu[1:as.integer(0.1*p)]=0.5
dat = dat+rep(1, n)%*%t(mu)
alpha = 0.2
#kwd = {'lasso', 'de_lasso', 'innovate', 'pfa'}
out = SDA_M(dat, alpha, solve(Sig), kwd='innovate')
print(out)
#> [1] 1 2 3 4 5 6 7 8 9 10 15 54This is a demonstration on how to use our SDA method in two sample case.
p = 100
n = 30
dat_I = matrix(rnorm(n*p),nrow = n)
mu = rep(0, p)
mu[1:10] = 1.5
dat_I = dat_I = rep(1, n)%*%t(mu)
dat_II = matrix(rnorm(n*p), nrow = n)
Sigma_I = diag(p)
Sigma_II = diag(p)
out = SDA_2S(dat_I, dat_II, alpha=0.05, Sigma_I, Sigma_II)
print(out)
#> [1] 1 2 3 4 5 6 7 8 9 10
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