Compute the mMSE gap value

This function computes the mMSE gap value.

compute.movi(
  beta,
  Xmodel = "gaussian",
  Ydist = "gaussian",
  sigma_X.list = NULL,
  X = NULL,
  nulls.list = NULL
)

Arguments

beta	a p-dimensional vector, true regression coefficients.
Xmodel	model of the covaraites (default: "gaussian").
Ydist	the type of conditional model.
sigma_X.list	a list of length p, with each element being the variance of the conditional distribution.
X	a n by p matrix, containing all the covariates.
nulls.list	a list of length p, whose element is a (|i2|*K)-dimensional vector, which contains K set of null samples.

Value

A vector of p, with each element being the value of I for a given covariate.