top_thresh: Thresholding to a given threshold of the smallest values

In WLasso: Variable Selection for Highly Correlated Predictors

Description

This function keeps only the K largest values of the vector sorted_vect and sets the others to the smallest value among the K largest.

Usage

top_thresh(x, thresh, sorted_vect)

Arguments

x	vector to threshold
thresh	threshold
sorted_vect	vector x sorted in descending order

Value

This function returns the thresholded vector.

Author(s)

Wencan Zhu [aut, cre], Celine Levy-Leduc [ctb], Nils Ternes [ctb]

References

W. Zhu, C. Levy-Leduc, N. Ternes. "A variable selection approach for highly correlated predictors in high-dimensional genomic data". arXiv:2007.10768.

Examples

x=sample(1:10,10)
sorted_vect=sort(x,decreasing=TRUE)
thresh=3
top_thresh(x,thresh,sorted_vect)

WLasso documentation built on Aug. 13, 2020, 5:06 p.m.