Helper function, please do not use it
get.csuv.unique.fit(
X,
Y,
intercept,
method.names,
B,
fit.percent,
current.fit = NULL,
num.core = 1
)
covariates (n times p matrix, n: number of entries, p: number of covariates)
response (vector with n entries)
TRUE to fit the data with an intercept, FALSE to fit the data without an intercept
vector of method names to be used in CSUV. Choose among "lasso", "elastic", "relaxo", "mcp" and "scad". Default is to use all methods listed above
number of subsampling. Default is 100
percentage of observations used in fitting in CSUV
(optional) all fitted models
number of cores to use. Default is 1 (i.e. no parallel running)
a list of current fit