QCSIS-package {QCSIS}

Sure Independence Screening via Quantile Correlation and Composite Quantile Correlation

Description

Quantile correlation-sure independence screening (QC-SIS) and composite quantile correlation-sure independence screening (CQC-SIS) for ultrahigh-dimensional data.

Details

Package:	QCSIS
Type:	Package
Title:	Sure Independence Screening via Quantile Correlation and Composite Quantile Correlation
Version:	0.1
Date:	2015-12-02
Author:	Xuejun Ma, Jingxiao Zhang, Jingke Zhou
Maintainer:	Xuejun Ma <[e-mail]>
Description:	Quantile correlation-sure independence screening (QC-SIS) and composite quantile correlation-sure independence screening (CQC-SIS) for ultrahigh-dimensional data.
License:	GPL-2
URL:	http://www.r-project.org

Index of help topics:

CQCSIS                  Compsote Quantile Correlation-Sure Independence
                        Screening (CQC-SIS)
QCSIS                   Quantile Correlation-Sure Independence
                        Screening (QC-SIS)
QCSIS-package           Sure Independence Screening via Quantile
                        Correlation and Composite Quantile Correlation
cqc                     Composite Quantile Correlation
qc                      Quantile Correlation

Author(s)

Xuejun Ma, Jingxiao Zhang, Jingke Zhou

Maintainer: Xuejun Ma <[e-mail]>

References

Xuejun Ma and Jingxiao Zhang. Robust model-free feature screening via quantile correlation. Journal of Multivariate Analysis. Online, 2015.
Xuejun Ma et al.. Robust feature screening via composite quantile correlation learning. In submission.