Opt1 {LIC}

The Opt1 chooses the optimal index subset based on minimized interval length.

Description

The Opt1 chooses the optimal index subset based on minimized interval length.

Usage

Opt1(X, Y, alpha, K, nk)

Arguments

X

is a design matrix

Y

is a random response vector of observed values

alpha

is the significance level

K

is the number of subsets

nk

is the sample size of subsets

Value

MUopt1,Bopt1,MAEMUopt1,MSEMUopt1,opt1,Yopt1

Examples

set.seed(12)
X=matrix(data=sample(1:3,1200*5, replace = TRUE) ,nrow=1200,ncol=5)  
b=sample(1:3,5, replace = TRUE)         
e= rnorm(1200, 0, 1)    
Y=X%*%b+e
alpha=0.05	
K=10
nk=1200/K 
Opt1(X,Y,alpha,K,nk)