thresh


a matrix on which the hard-thresholding is performed.


alph


For a given matrix and a threshold, the function performs element-wise hard-thresholding based on the absolute value of each element.


Implements an algorithm for variable selection in high-dimensional linear regression using the "tilted correlation", a new way of measuring the contribution of each variable to the response which takes into account high correlations among the variables in a data-driven way.

thresh: Hard-threshold a matrix

Description

Usage

Arguments

Value