rie.c: Relative Information Error for continuous variables

In ShuoStat/RIE: Estimate the relative information error of selected models

Relative Information Error for continuous variables

Description

Information error and relative information error for continuous variables following the multinomial distribution using correlation matrix.

Usage

rie.c(cor, rvars, svars, std = TRUE)

Arguments

cor	covariance matrix
rvars	relevant variables
svars	selected variables
std	logical. whether information should be standardized.

Author(s)

Shuo Wang

Examples

m <- GenMatrix(3, rlist = list(c(1, 2, 0.5), c(1, 3, 0.3), c(2, 3, 0.7)))
rvars <- c("x1", "x2")
svars <- c("x2", "x3")
rie.c(m, rvars, svars)

ShuoStat/RIE documentation built on March 19, 2022, 3:30 a.m.