COR (version 0.2.0)

The COR for Optimal Subset Selection in Distributed Estimation

Description

An algorithm of optimal subset selection, related to Covariance matrices, observation matrices and Response vectors (COR) to select the optimal subsets in distributed estimation. The philosophy of the package is described in Guo G. (2024) .

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Version

Install

install.packages('COR')

Monthly Downloads

466

Version

0.2.0

License

MIT + file LICENSE

Maintainer

Guangbao Guo

Last Published

December 16th, 2024

Functions in COR (0.2.0)

MSEver

Caculate the MSE values of the COR criterion for redundant data in simulation

beta_LW

Caculate the estimators of beta on the LEV-opt#'

communities

The communities and crime data set

beta_AD

Caculate the estimators of beta on the A-opt and D-opt

COR

Caculate the optimal subset lengths on the COR

MSEbeta

Calculate MSE values for different beta estimation methods

LICnew

Calculate the LIC estimator based on A-optimal and D-optimal criterion

beta_cor

Caculate the estimator of beta on the COR

LICbeta

Calculate the LIC estimator for linear regression

MSEcom

Caculate the MSE values of the COR criterion in simulation

ethylene_CO

The chemical sensor data set