Compute the projection matrix onto a given set of variables

Description Usage Arguments Value Author(s)

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.

1 | ```
select.model(bic.seq, active)
``` |

`bic.seq` |
the sequence of extended BIC at each iteration. |

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

The index set of finally selected variables is returned.

Haeran Cho

tilting documentation built on May 29, 2017, 11:04 p.m.

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