Significance testing in linear ridge regression
ridgePvals.RdStandard error estimation and significance testing for coefficients
estimated in linear ridge regression. ridgePvals re-implement
original method by (Cule et al. BMC Bioinformatics 2011.) found in
ridge-package. This function is intended to use with
cv.glmnet output.
Arguments
- x
input matrix, same as used in
cv.glmnet.- y
response variable, same as used in
cv.glmnet.- beta
matrix of coefficients, estimated using
cv.glmnet.- lambda
lambda value for which
betawas estimated.- standardizex
logical flag for x variable standardization, should be set to same value as
standarizeflag incv.glmnet.- svdX
optional singular-value decomposition of
xmatrix. One can be obtained usinglink[base]{svd}. Passing this argument omits internal call tolink[base]{svd}, this is useful when callingridgePvalsrepeatedly using samex.