Thresholding {WLogit}

Thresholding on a vector

Description

This function provides the thresholding (correction) given a vector. It calls the function top or top_thresh in the same package, and the output is the vector after correction with the optimal threshold parameter.

Usage

Thresholding(X, y, coef, TOP)

Arguments

X

Design matrix of the logistic model considered.

y

Binary response

coef

Candidate vector to be corrected

TOP

The grill of thresholding

Value

opt_top

The optimal threshold

auc

the log-likelihood for each grill of thresholding

Author(s)

Wencan Zhu, Celine Levy-Leduc, Nils Ternes