Opt1: The Opt1 chooses the optimal index subset based on minimized...

In LIC: The LIC Criterion for Optimal Subset Selection

The Opt1 chooses the optimal index subset based on minimized interval length.

Description

The Opt1 chooses the optimal index subset based on minimized interval length.

Usage

Opt1(X, Y, alpha, K, nk)

Arguments

X	is a design matrix
Y	is a random response vector of observed values
alpha	is the significance level
K	is the number of subsets
nk	is the sample size of subsets

Value

MUopt1,Bopt1,MAEMUopt1,MSEMUopt1,opt1,Yopt1

Examples

set.seed(12)
X=matrix(data=sample(1:3,1200*5, replace = TRUE) ,nrow=1200,ncol=5)  
b=sample(1:3,5, replace = TRUE)         
e= rnorm(1200, 0, 1)    
Y=X%*%b+e
alpha=0.05	
K=10
nk=1200/K 
Opt1(X,Y,alpha,K,nk)

LIC documentation built on March 28, 2022, 9:12 a.m.