S2MVarSelectionV1 {VsusP}

Variable selection using shrinkage priors :: S2MVarSelectionV1

Description

S2MVarSelectionV1 function will take S2M: a list obtained from the 2Means.variables function and H: the estimated number of signals obtained from the optimal.b.i function. This will give out the important subset of variables for the Gaussian Linear model.

Usage

S2MVarSelectionV1(S2M, H = 5)

Arguments

S2M

List obtained from the 2Means.variables function

H

Estimated number (numeric) of signals, obtained from the optimal.b.i function (default = newValue)

Value

a vector of indices of important subset of variables for the Gaussian Linear modelof shape H X 1