VS {psbcGroup}

Function to perform variable selection using SNC-BIC thresholding method

Description

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

Usage

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