Fig. 4
Results of the simulation study. The eight different parameter settings are displayed on the x-axis whereas the means of the 100 values for sens and spec are shown on the y-axis. For all figures it holds that α l =0.5 (instead of α l =0.2 for the L 1-distance). Top row: Results for the criterion sens, left: comparison of all seven methods with one overall best threshold, right: comparison of all three methods with two thresholds depending on the underlying data situation. Middle row: Results for the criterion spec, left: comparison of all seven methods with one overall best threshold, right: comparison of all three methods with two thresholds depending on the underlying data situation. Bottom row: Comparison of all variable selection methods for the two criteria sens (left) and spec (right)