RaRank | R Documentation |
RaScreen
.Rank the features by selected percentages provided by the output from RaScreen
.
RaRank(object, selected.num = "all positive", iteration = object$iteration)
object |
output from |
selected.num |
the number of selected variables. User can either choose from the following popular options or input an positive integer no larger than the dimension.
|
iteration |
indicates results from which iteration to use. It should be an positive integer. Default = the maximal interation round used by the output from |
Selected variables (indexes).
Tian, Y. and Feng, Y., 2021(a). RaSE: A Variable Screening Framework via Random Subspace Ensembles. arXiv preprint arXiv:2102.03892.
## Not run:
set.seed(0, kind = "L'Ecuyer-CMRG")
train.data <- RaModel("screening", 1, n = 100, p = 100)
xtrain <- train.data$x
ytrain <- train.data$y
# test RaSE screening with linear regression model and BIC
fit <- RaScreen(xtrain, ytrain, B1 = 100, B2 = 50, iteration = 0, model = 'lm',
cores = 2, criterion = 'bic')
# Select floor(n/logn) variables
RaRank(fit, selected.num = "n/logn")
## End(Not run)
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