Description Usage Arguments Details Value Examples
Refit a mht
object for a new observation Ynew
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object 
Object of class "mht". 
Ynew 
Response variable of length n. 
var_nonselect 
Number of variables that don't undergo feature selection. They have to be in the first columns of data. Default is 1, the selection is not performed on the intercept. 
sigma 
Value of the variance if it is known; 0 otherwise. Default is 0. 
maxordre 
Number of variables to be ordered. Default is min(n/21,p/21). 
ordre 
Several possible algorithms to order the variables, ordre=c("bolasso","pval","pval_hd","FR"). "bolasso" uses the dyadic algorithm with the Bolasso technique 
m 
Number of bootstrapped iteration of the Lasso. Only use if the algorithm is set to "bolasso". Default is m=100. 
show 
Vector of logical values, show=(showordre,showtest,showresult). Default is (1,0,1). If showordre=TRUE, shows the variables being ordered at each step of the algorithm. If showtest=TRUE, the number of regularization parameters tested is printed to show the advancement of the dyadic algorithm. Only used if the algorithm is set to "bolasso". if showresult=TRUE, shows the value of the statistics and the estimated quantile at each step of the procedure. 
IT 
Number of simulations for the calculation of the quantile. Default is 1000. 
... 
not used. 
maxq
is not a parameter of refit.mht
as the same number of alternative is neccessary for a refit of the model.
For more details, see mht
.
A 'mht' object is returned.
data 
A list containing:

coefficients 
Matrix of the estimated coefficients. Each row concerns a specific user level 
residuals 
Matrix of the residuals. Each row concerns a specific user level 
relevant_var 
Set of the relevant variables for each 
fitted.values 
Matrix of the fitted values, each column concerns a specific user level 
ordre 
Order obtained on the 
ordrebeta 
The full order on all the p variables. 
kchap 
Vector containing the length of the estimated set of relevant variables, for the matrix containing the intercept, for each values of 
quantile 
The estimated quantiles used in the second step of the procedure. 
call 
The call that has been used. 
call.old 
The call that produced the initial 'object'. 
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