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#Peanlization algorithm with Univariate soft-thresholding - UST; ridge=Inf
get_ust = function(x,y, nonzero)
{
beta = as.numeric(t(x)%*%y)
#Select the highest values to be non-zero
#*setting RIDGE to infinity indicates that highest values will be selected
return = rep(0, length(beta))
select = order(abs(beta), decreasing=TRUE)[1:nonzero]
return[select] = beta[select]
names(return) <- colnames(x)
return
}
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