R/top_thresh.R
In WLasso: Variable Selection for Highly Correlated Predictors

top_thresh <-
function(x, thresh, sorted_vect){
  v=sorted_vect[thresh]
  ifelse(abs(x)>v,x,v)
}

Any scripts or data that you put into this service are public.

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

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Try the WLasso package in your browser