ThresholdGram: Thresholds the gram matrix

In ScreenClean: Screen and clean variable selection procedures

Description

Thresholds the gram matrix

Usage

ThresholdGram(gram.full, delta = 1/log(dim(gram.full)[1]))

Arguments

gram.full	the gram matrix before the elementwise thresholding, a p by p symmetric matrix
delta	the threshold, the default is 1/log(p)

Value

A list with two elements

gram.sd	the threhsolded gram matrix, a sparse matrix
gram.bias	the difference of the orginal matrix and the threholded matrix

Examples

p <-10
off.diag<-matrix(runif(p^2),p,p)
omega <- (off.diag+t(off.diag))*0.3
diag(omega) <- 1
omega.omega<-ThresholdGram(omega,0.3)
omega.omega$gram
omega.omega$gram.bias

ScreenClean documentation built on May 2, 2019, 9:27 a.m.