beta

<p>True coefficients in the esample given in the vignette.</p>

datasets

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

beta function

<p>The format is:
 num [1:500] 1 1 1 1 1 1 1 1 1 1 ...</p>

beta: True coefficients in the esample.

Description

Usage

Arguments

Format

Examples