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.