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1 | % Generated by roxygen2: do not edit by hand |
2 | % Please edit documentation in R/selectVariables.R |
3 | \name{selectVariables} |
4 | \alias{selectVariables} |
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5 | \title{selectVariables} |
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6 | \usage{ |
7 | selectVariables(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, glambda, |
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8 | X, Y, thresh, tau, ncores = 1) |
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9 | } |
10 | \arguments{ |
11 | \item{phiInit}{an initial estimator for phi (size: p*m*k)} |
12 | |
13 | \item{rhoInit}{an initial estimator for rho (size: m*m*k)} |
14 | |
15 | \item{piInit}{an initial estimator for pi (size : k)} |
16 | |
17 | \item{gamInit}{an initial estimator for gamma} |
18 | |
19 | \item{mini}{minimum number of iterations in EM algorithm} |
20 | |
21 | \item{maxi}{maximum number of iterations in EM algorithm} |
22 | |
23 | \item{gamma}{power in the penalty} |
24 | |
25 | \item{glambda}{grid of regularization parameters} |
26 | |
27 | \item{X}{matrix of regressors} |
28 | |
29 | \item{Y}{matrix of responses} |
30 | |
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31 | \item{tau}{threshold to say that EM algorithm has converged} |
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32 | |
33 | \item{thres}{threshold to consider a coefficient to be equal to 0} |
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34 | } |
35 | \value{ |
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36 | a list of outputs, for each lambda in grid: selected,Rho,Pi |
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37 | } |
38 | \description{ |
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39 | It is a function which construct, for a given lambda, the sets of relevant variables. |
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40 | } |
41 | \examples{ |
42 | TODO |
43 | |
44 | } |
45 | |