QCSIS: Sure Independence Screening via Quantile Correlation and Composite Quantile Correlation

Quantile correlation-sure independence screening (QC-SIS) and composite quantile correlation-sure independence screening (CQC-SIS) for ultrahigh-dimensional data.

Package details

AuthorXuejun Ma, Jingxiao Zhang, Jingke Zhou
MaintainerXuejun Ma <yinuoyumi@163.com>
URL http://www.r-project.org
Package repositoryView on CRAN
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QCSIS documentation built on May 1, 2019, 9:17 p.m.