Phi_prime_fun {TRexSelector}

Computes the Deflated Relative Occurrences

Description

Computes the vector of deflated relative occurrences for all variables (i.e., j = 1,..., p) and T = T_stop.

Usage

Phi_prime_fun(
  p,
  T_stop,
  num_dummies,
  phi_T_mat,
  Phi,
  eps = .Machine$double.eps
)

Arguments

p

Number of candidate variables.

T_stop

Number of included dummies after which the random experiments (i.e., forward selection processes) are stopped.

num_dummies

Number of dummies

phi_T_mat

Matrix of relative occurrences for all variables (i.e., j = 1,..., p) and for T = 1, ..., T_stop.

Phi

Vector of relative occurrences for all variables (i.e., j = 1,..., p) at T = T_stop.

eps

Numerical zero.

Value

Vector of deflated relative occurrences for all variables (i.e., j = 1,..., p) and T = T_stop.