VS: Function to perform variable selection using SNC-BIC...

Description Usage Arguments Author(s) References See Also

View source: R/VS.R

Description

The VS is a function to perform variable selection using SNC-BIC thresholding method

Usage

1
VS(fit, X, psiVec=seq(0.001, 1, 0.001))

Arguments

fit

an object of class aftGL, psbcEN, psbcFL, or psbcGL.

X

a covariate matrix, n observations by p variables

psiVec

a vector of candidate threshold values for the SNC step

Author(s)

Kyu Ha Lee

References

Lee, K. H., Chakraborty, S., and Sun, J. (2017). Variable Selection for High-Dimensional Genomic Data with Censored Outcomes Using Group Lasso Prior. Computational Statistics and Data Analysis, Volume 112, pages 1-13.

See Also

psbcEN, psbcFL, psbcGL, aftGL


psbcGroup documentation built on June 24, 2021, 9:08 a.m.

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