knockoffDMC() R function from [SNPknock]

Group knockoffs of discrete Markov chains

This function constructs knockoffs of variables distributed as a discrete Markov chain.


knockoffDMC(X, pInit, Q, groups = NULL, seed = 123, cluster = NULL,
  display_progress = FALSE)

Arguments

X: an integer matrix of size n-by-p containing the original variables.
pInit: an array of length K, containing the marginal distribution of the states for the first variable.
Q: an array of size (p-1,K,K), containing a list of p-1 transition matrices between the K states of the Markov chain.
groups: an array of length p, describing the group membership of each variable (default: NULL).
seed: an integer random seed (default: 123).
cluster: a computing cluster object created by makeCluster (default: NULL).
display_progress: whether to show progress bar (default: FALSE).

Returns

An integer matrix of size n-by-p containing the knockoff variables.

Details

Each element of the matrix X should be an integer value between 0 and K-1. The transition matrices contained in Q are defined such that $P[X_{j+1}=k|X_{j}=l]=Q[j,l,k]$ .

Examples


# Generate data
p = 10; K = 5;
pInit = rep(1/K,K)
Q = array(stats::runif((p-1)*K*K),c(p-1,K,K))
for(j in 1:(p-1)) { Q[j,,] = Q[j,,] / rowSums(Q[j,,]) }
X = sampleDMC(pInit, Q, n=20)
# Generate knockoffs
Xk = knockoffDMC(X, pInit, Q)
# Generate group-knockoffs for groups of size 3
groups = rep(seq(p), each=3, length.out=p)
Xk = knockoffDMC(X, pInit, Q, groups=groups)

References

Rdpack::insert_ref(key="sesia2019",package="SNPknock")

Rdpack::insert_ref(key="sesia2019multi",package="SNPknock")

knockoffDMC function