PPCDT {PPCDT}

An Optimal Subset Selection for Distributed Hypothesis Testing

Description

We introduce an optimal subset selection for distributed hypothesis testing called as PPCDT.

Usage

PPCDT(X,Y,alpha,K)

Arguments

X

A independent variable

Y

The response variable

alpha

Significance level

K

The number of blocks into which variable X is divided

Value

Xopt

optimal subset of selected independent variables

Yopt

optimal subset of selected response variables

Bopt

Regression coefficients

Eopt

The Mean Squared Error of optimal subset

Aopt

The Mean Absolute Error of optimal subset

Author(s)

Guangbao Guo, Jiarui Li

Examples

alpha=0.05
t=5;K=10;n=1000;p=5
X=matrix(rnorm(n*p,0,1),ncol=p)
beta=matrix(runif(p),nrow = p)
esp=matrix(rnorm(n),nrow = n)
Y=X%*%beta+esp
PPCDT(X=X,Y=Y,alpha=alpha,K=K)