sum_weights_sub: Cumulative weights of the predictors' subsets
Description
Function which computes the sum of predictors' weights for each subset containing a fixed number of predictors
Usage
sum_weights_sub(a,m,we,st)
Value
Returns an array of weights for predictors defined by each colun of the matrix a
Arguments
a
an m x N matrix, containing all possible subsets (N overall) of the size m of predictors' indices; therefore each column of a defines a unique subset of the predictors
m
number of elements in each subset of indices
we
array of weights of the predictors
st
a subset of predictors to be always included into a predictive model