R/top_thresh.R

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

Defines functions top_thresh

Documented in top_thresh

top_thresh <-
function(vect, thresh){
    sorted_vect <- sort(vect,decreasing=TRUE)
    v=sorted_vect[thresh]
    ifelse(vect>=v,vect,v)
  }

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