Description Usage Arguments Details Value References
Estimates the number of elements in the top-ranked set.
1 | s.est.quotient(prob)
|
prob |
Vector with probabilities. |
See Baranowski and Fryzlewicz (2015).
A list with the following fields:
scores |
Vector with the values of the criterion. |
s.hat |
The estimate of the number of important covariates. |
R. Baranowski, P. Fryzlewicz (2015), Ranking Based Variable Selection, in submission (http://personal.lse.ac.uk/baranows/rbvs/rbvs.pdf)).
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