Solve the linear programming problem to obtain an upper bound of the ratio between the tail bound and the expectation

Source: R/solve_lp.R

Solve the linear programming problem to obtain an upper bound of the ratio between the tail bound and the expectation

get_lp_bnd(M, eta, beta = 1)

Arguments

M

an integer specifying the number of knockoff copies computed (default: 30).

eta

a number betweem 0 and 1 indicating the selection frequency (default: 0.5).

beta

a number between 0 and 1 specifying the vanishing speed of the density.

Value

opt_ratio The optimal ratio between the tail bound and the expectation.