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
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