COR: Caculate the optimal subset lengths on the COR

In COR: The COR for Optimal Subset Selection in Distributed Estimation

Caculate the optimal subset lengths on the COR

Description

Caculate the optimal subset lengths on the COR

Usage

COR(K = K, nk = nk, alpha = alpha, X = X, y = y)

Arguments

K	is the number of subsets
nk	is the length of subsets
alpha	is the significance level
X	is the observation matrix
y	is the response vector

Value

A list containing:

seqL	The index of the subset with the minimum L value.
seqN	The index of the subset with the minimum N value.
lWMN	The optimal subset lengths on the COR.

References

Guo, G., Song, H. & Zhu, L. The COR criterion for optimal subset selection in distributed estimation. Statistics and Computing, 34, 163 (2024). \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11222-024-10471-z")}

Examples

p=6;n=1000;K=2;nk=200;alpha=0.05;sigma=1
e=rnorm(n,0,sigma); beta=c(sort(c(runif(p,0,1))));
data=c(rnorm(n*p,5,10));X=matrix(data, ncol=p);
y=X%*%beta+e;
COR(K=K,nk=nk,alpha=alpha,X=X,y=y)

COR documentation built on April 4, 2025, 5:13 a.m.