1 % Generated by roxygen2: do not edit by hand
2 % Please edit documentation in R/selectVariables.R
4 \alias{selectVariables}
5 \title{selectVariables}
7 selectVariables(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, glambda,
8 X, Y, thresh, tau, ncores = 1)
11 \item{phiInit}{an initial estimator for phi (size: p*m*k)}
13 \item{rhoInit}{an initial estimator for rho (size: m*m*k)}
15 \item{piInit}{an initial estimator for pi (size : k)}
17 \item{gamInit}{an initial estimator for gamma}
19 \item{mini}{minimum number of iterations in EM algorithm}
21 \item{maxi}{maximum number of iterations in EM algorithm}
23 \item{gamma}{power in the penalty}
25 \item{glambda}{grid of regularization parameters}
27 \item{X}{matrix of regressors}
29 \item{Y}{matrix of responses}
31 \item{tau}{threshold to say that EM algorithm has converged}
33 \item{thres}{threshold to consider a coefficient to be equal to 0}
36 a list of outputs, for each lambda in grid: selected,Rho,Pi
39 It is a function which construct, for a given lambda, the sets of relevant variables.