s.est.quotient: Estimate the size of the top-ranked set

Description Usage Arguments Details Value References

Description

Estimates the number of elements in the top-ranked set.

Usage

1

Arguments

prob

Vector with probabilities.

Details

See Baranowski and Fryzlewicz (2015).

Value

A list with the following fields:

scores

Vector with the values of the criterion.

s.hat

The estimate of the number of important covariates.

References

R. Baranowski, P. Fryzlewicz (2015), Ranking Based Variable Selection, in submission (http://personal.lse.ac.uk/baranows/rbvs/rbvs.pdf)).


rbvs documentation built on May 2, 2019, 7:31 a.m.