Description Usage Arguments Value Author(s) References Examples
The function implemrnts the quantile correlation-sure independence screening (QC-SIS).
1 | QCSIS(x, y, tau, d)
|
x |
The design matrix, of dimensions n * p, without an intercept. |
y |
The response vector of dimension n * 1. |
tau |
The quantile(s) to be estimated. By default, tau=1:(n-1)/n. |
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 QC-SIS. |
Xuejun Ma, Jingxiao Zhang, Jingke Zhou
Xuejun Ma and Jingxiao Zhang. Robust model-free feature screening via quantile correlation. Journal of Multivariate Analysis. Online, 2015.
1 2 3 4 5 6 7 8 9 10 11 |
[1] 3 4 63 6 83 1 124 180 81 103 22 131 84 95 14 7 192 101 144
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