Description Usage Arguments Details Value Author(s) Examples
Regularized Maximum Rank Correlation Estimator
1 | RMRCE(X, Y, lambda, alpha = 5)
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X |
A numeric matrix of explanatory variables. |
Y |
A numeric vector of response. |
lambda |
Tuning parameter lambda that can be tuned using cross validation. See RMRCE_cv. |
alpha |
Tuning parameter alpha that can be tuned using cross validation. See RMRCE_cv. Default value is 5. |
This function fits RMRCE (Regularized Maximum Rank Correlation Estimator). It is recommended that the tuning parameters be tuned using cross validation (see RMRCE_cv). RMRCE may need some time to finish with large datasets.
A numeric vector of regression coefficients.
Fang Han, Hongkai Ji, Zhicheng Ji, Honglang Wang <zji4@jhu.edu>
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