Description Usage Arguments Author(s) References See Also
The VS
is a function to perform variable selection using SNC-BIC thresholding method
1 |
fit |
an object of class |
X |
a covariate matrix, |
psiVec |
a vector of candidate threshold values for the SNC step |
Kyu Ha Lee
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.
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