Clean Z's columns based on p-values (coefficients or global)

This function cleans the structure of correlations by setting to 0 the coefficients in the sub-regressions that are associated to a p-value below the "pvalmin" threshold.

cleanZtest(Z = Z, X = X, pvalmin = 0.05, global = FALSE, bonferroni = FALSE)

Arguments

Z	the binary matrix describing the sub-regression structure (as given by the "structureFinder" function).
X	the dataset on which we have the sub-regression structure Z.
pvalmin	the threshold on coefficients p-valuesto clean the structure.
global	boolean. If TRUE the threshold is only on the F statistic for each sub-regression, not on each coefficients. So it will only remove entire sub-regressions.
bonferroni	boolean to use bonferroni correction on the pvalmin parameter to avoid multiple testing issues.