R: Screen variable before penalized regression

screen_variables {MESS} | R Documentation

## Screen variable before penalized regression

### Description

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.

### Usage

    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"

### Details

Note that no standardization is done (not necessary?)

### 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.

### Author(s)

Claus Ekstrom claus@rprimer.dk

### 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))

[Package MESS version 0.5.9 Index]