COR {COR}R Documentation

Caculate the optimal subset lengths on the COR

Description

Caculate the optimal subset lengths on the COR

Usage

COR(K = K, nk = nk, alpha = alpha, X = X, y = y)

Arguments

K

is the number of subsets

nk

is the length of subsets

alpha

is the significance level

X

is the observation matrix

y

is the response vector

Value

seqL, seqN,lWMN

Examples

 p=6;n=1000;K=2;nk=200;alpha=0.05;sigma=1
 e=rnorm(n,0,sigma); beta=c(sort(c(runif(p,0,1)))); 
 data=c(rnorm(n*p,5,10));X=matrix(data, ncol=p);
 y=X%*%beta+e;
 COR(K=K,nk=nk,alpha=alpha,X=X,y=y)

[Package COR version 0.0.1 Index]