cqc {QCSIS}

Composite Quantile Correlation

Description

cqc is used to compute the composite quantile correlation.

Usage

cqc(x, y)

Arguments

x

The covariate variable.

y

The response variable.

Value

cqc

The value of composite quantile correlation.

Author(s)

Xuejun Ma, Jingxiao Zhang, Jingke Zhou

References

Xuejun Ma et al.. Robust feature screening via composite quantile correlation learning. In submission.

Examples

x <- rnorm(100)
y <- rnorm(100)
cqc(x = x, y = y)