Select the final model

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Description

The function returns the final model as a subset of the active set chosen by Tilted Correlation Screening algorithm, for which the extended BIC is minimised.

Usage

1
select.model(bic.seq, active)

Arguments

bic.seq

the sequence of extended BIC at each iteration.

active

the index set of selected variables by Tilted Correlation Screening algorithm.

Value

The index set of finally selected variables is returned.

Author(s)

Haeran Cho