Thresholding: Thresholding on a vector

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

Thresholding on a vector

Description

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

Usage

Thresholding(X, y, coef, TOP)

Arguments

X	Design matrix of the logistic model considered.
y	Binary response
coef	Candidate vector to be corrected
TOP	The grill of thresholding

Value

opt_top	The optimal threshold
auc	the log-likelihood for each grill of thresholding

Author(s)

Wencan Zhu, Celine Levy-Leduc, Nils Ternes

WLogit documentation built on July 26, 2023, 5:46 p.m.