multi.mcp: Multi-split MCP
In HCTR: Higher Criticism Tuned Regression
Description
Usage
Arguments
Value
Description
Multi-splitted variable selection using MCP
Usage
1
Arguments
X
An input matrix, of dimension nobs x nvars.
Y
A numeric response vector, containing nobs variables.
p.fac
A sequence of penalty factor applied on each variable.
fold.num
The number of cross validation folds.
Value
A list of two numeric objects of index of (1) selected and (2) unselected variables.
HCTR documentation built on Dec. 1, 2019, 1:21 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
Description
Multi-splitted variable selection using MCP
Usage
1 |
Arguments
X |
An input matrix, of dimension nobs x nvars. |
Y |
A numeric response vector, containing nobs variables. |
p.fac |
A sequence of penalty factor applied on each variable. |
fold.num |
The number of cross validation folds. |
Value
A list of two numeric objects of index of (1) selected and (2) unselected variables.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.