Generate list of subsamples

Generate list of subsamples

Usage

getSubsamps(n, B, sampling_type)

Arguments

n

Integer or numeric; sample size of the data set.

B

Integer or numeric; the number of subsamples. Note: For sampling_type=="MB" the total number of subsamples will be B; for sampling_type="SS" the number of subsamples will be 2*B. Default is 100 for sampling_type="MB" and 50 for sampling_type="SS".

sampling_type

A character vector; either "SS" or "MB". For "MB", all B subsamples are drawn randomly (as proposed by Meinshausen and Bühlmann 2010). For "SS", in addition to these B subsamples, the B complementary pair subsamples will be drawn as well (see Faletto and Bien 2022 or Shah and Samworth 2013 for details). Default is "SS", and "MB" is not supported yet.

Value

A list of length B (or 2*B for sampling_type="SS"), where each element is an integer vector of length floor(n/2) containing the indices of a subsample of 1:n. For sampling_type=="SS", the last B subsamples will be complementary pairs of the first B subsamples (see Faletto and Bien 2022 or Shah and Samworth 2013 for details).

References

Faletto, G., & Bien, J. (2022). Cluster Stability Selection. arXiv preprint arXiv:2201.00494. https://arxiv.org/abs/2201.00494.

Shah, R. D., & Samworth, R. J. (2013). Variable selection with error control: Another look at stability selection. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 75(1), 55–80. https://doi.org/10.1109/RITA.2014.2302071.

Author

Gregory Faletto, Jacob Bien