Thresholding

This function provides the thresholding (correction) given a vector. It calls the function <code>top</code> or <code>top_thresh</code> in the same package, and the output is the vector after correction with the optimal threshold parameter.

It proposes a novel variable selection approach in classification problem that takes into account the correlations that may exist between the predictors of the design matrix in a high-dimensional logistic model. Our approach consists in rewriting the initial high-dimensional logistic model to remove the correlation between the predictors and in applying the generalized Lasso criterion.

Wencan Zhu

WLogit

Variable Selection in High-Dimensional Logistic Regression
Models using a Whitening Approach

Thresholding function

<dl> <dt>X</dt>
<dd>Design matrix of the logistic model considered.</dd> <dt>y</dt>
<dd>Binary response</dd> <dt>coef</dt>
<dd>Candidate vector to be corrected</dd> <dt>TOP</dt>
<dd>The grill of thresholding</dd></dl>

Arguments

Wencan Zhu, Celine Levy-Leduc, Nils Ternes

Author

Thresholding on a vector — Thresholding

<dl>

 <dt>X</dt>
<dd>Design matrix of the logistic model considered.</dd>

 <dt>y</dt>
<dd>Binary response</dd>

 <dt>coef</dt>
<dd>Candidate vector to be corrected</dd>

 <dt>TOP</dt>
<dd>The grill of thresholding</dd>

</dl>

Thresholding: Thresholding on a vector

Description

Usage

Value

Arguments

Author