Description Usage Arguments Details Value References Examples
Groupwise SIR (gSIR) BIC criterion to estimate dimensions with eigen-decomposition (binary response)
1 | gSIR.comp.d(X, y, groups)
|
X |
A covariate matrix of n observations and p predictors. |
y |
A binary response. |
groups |
A vector with the number of predictors in each group. |
This function estimates dimension for each predictor group using eigen-decomposition. Predictors need to be organized in groups within the "X" matrix, as the same order saved in "groups". We only allow continuous covariates in the "X" matrix; while categorical covariates can be handled outside of gSIR, e.g. structured SIR.
gSIR.comp.d returns a list containning at least the following components: "d", the estimated dimension (at most 1) for each predictor group; "crit", the BIC criterion from each iteration.
Liu, Y. (2015). Approaches to reduce and integrate data in structured and high-dimensional regression problems in Genomics. Ph.D. Dissertation, The Pennsylvania State University, University Park, Department of Statistics.
1 2 3 4 5 6 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.