Description Usage Arguments Value Author(s) References Examples
The function implemrnts the composite quantile correlation-sure independence screening (CQC-SIS).
1 | CQCSIS(x, y, d)
|
x |
The design matrix, of dimensions n * p, without an intercept. |
y |
The response vector of dimension n * 1. |
d |
The tuning parameter used to covarites had significant effect on the response variable, such as [n/log(n)], or n-1. |
w |
The estimate of w. |
M |
The subscript of x recuited by CQC-SIS. |
Xuejun Ma, Jingxiao Zhang, Jingke Zhou
Xuejun Ma et al.. Robust feature screening via composite quantile correlation learning. In submission.
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