compare: Comparison of two scaled methods

In chensyustc/SC19027: The R package for StatComp Course by 19027

Description

Compare the bias of estimated sigma and average model size of two methods

Examples

## Not run: 
n<-200;p<-2000
data<-datageneration(n,p,0)
X<-data$X
Y<-data$Y
lam0<-sqrt(2*log(p)/n)
mcp<-scalescad_mcp(X,Y,lam0,method="mcp")
scad<-scalescad_mcp(X,Y,lam0,method="scad")
r1<-resultC(mcp$hsigma,mcp$coefficients)
r2<-resultC(scad$hsigma,scad$coefficients)

## End(Not run)

chensyustc/SC19027 documentation built on Jan. 3, 2020, 9:17 p.m.