Expands a contingency table to a data frame where each observation in the table becomes a single observation in the data frame with corresponding information for each for each combination of the table dimensions.

screen_variables(x, y, lambda = 0.1, method = c("global-strong",
  "global-DPP"))

Arguments

x

A table or matrix

y

A vector of outcomes

lambda

a vector of positive values used for the penalization parameter.

method

a string giving the method used for screening. Two possibilities are "global-strong" and "global-DPP"

Value

A list with three elements: lambda which contains the lambda values, selected which contains the indices of the selected variables, and method a string listing the method used.

Details

Note that no standardization is done (not necessary?)

References

Hastie, Tibshirani and Wainwright (2015). "Statistical Learning with Sparsity". CRC Press.

Examples

x <- matrix(rnorm(50*100), nrow=50) y <- rnorm(50, mean=x[,1]) screen_variables(x, y, lambda=c(.1, 1, 2))
#> Warning: betingelsen har længde > 1 og kun det første element vil blive brugt
#> $lambda #> [1] 0.1 1.0 2.0 #> #> $selected #> integer(0) #> #> $method #> [1] "global-strong" #>