# order.variables: Rank the variables In mht: Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models

## Description

Gives an order to the variables and rearrange the input matrix following that order.

## Usage

 ```1 2``` ```order.variables(data,Y,maxordre,ordre=c("bolasso","pval","pval_hd","FR"), var_nonselect,m,showordre) ```

## Arguments

 `data` Input matrix of dimension n * p; each of the n rows is an observation vector of p variables. The intercept should be included in the first column as (1,...,1). If not, it is added. `Y` Response variable of length n. `maxordre` Number of variables to be ordered. Default is min(n/2-1,p/2-1). `ordre` Several possible algorithms to order the variables, ordre=c("bolasso","pval","pval_hd","FR"). "bolasso" uses the dyadic algorithm with the Bolasso technique `dyadiqueordre`, "pval" uses the p-values obtained with a regression on the full set of variables (only when p

## Details

Rank the variables of `data` taking into account the vector of observations `Y` and rearrange the input matrix following that order.

## Value

 `data` A list containing: X - The scaled matrix used in the algorithm, the first column being (1,...,1). Y - the input response vector means.X - Vector of means of the input data matrix. sigma.X - Vector of variances of the input data matrix. `data_ord` Input data matrix rearranged by ORDREBETA `ORDRE` Gives the `maxordre` most important variables of the data matrix. `ORDREBETA` Gives the order on all the variables of the data matrix (either arbitrary completion of ORDRE -‘Bolasso’ and ‘FR’, or the true order -‘pval’ and ‘pval_hd’).

## References

Multiple hypotheses testing for variable selection; F. Rohart 2011

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ```## Not run: x=matrix(rnorm(100*20),100,20) beta=c(rep(2,5),rep(0,15)) y=x%*%beta+rnorm(100) res.bolasso=order.variables(x,y,maxordre=15,ordre="bolasso") res.pval=order.variables(x,y,ordre="pval") res.FR=order.variables(x,y,maxordre=15,ordre="FR") res.pval.hd=order.variables(x,y,maxordre=15,ordre="pval_hd") ## End(Not run) ```

mht documentation built on May 2, 2019, 11:49 a.m.