MSEcom: Caculate the MSE values of the COR criterion in simulation

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

Description

Caculate the MSE values of the COR criterion in simulation

Usage

MSEcom(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

MSEx,MSEA,MSEc,MSEm,MSEa

Examples

 p=6;n=1000;K=2;nk=500;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;
 MSEcom(K=K,nk=nk,alpha=alpha,X=X,y=y)

COR documentation built on Dec. 7, 2021, 1:08 a.m.