COR (version 0.2.0)

beta_cor: Caculate the estimator of beta on the COR

Description

Caculate the estimator of beta on the COR

Usage

beta_cor(K = K, nk = nk, alpha = alpha, X = X, y = y)

Value

A list containing:

betaC

The estimator of beta on the COR.

Arguments

K

is the number of subsets

nk

is the length of subsets

alpha

is the significance level

X

is the observation matrix

y

is the response vector

References

Guo, G., Song, H. & Zhu, L. The COR criterion for optimal subset selection in distributed estimation. Statistics and Computing, 34, 163 (2024). tools:::Rd_expr_doi("10.1007/s11222-024-10471-z")

Examples

 p=6;n=1000;K=2;nk=200;alpha=0.05;sigma=1
 e=rnorm(n,0,sigma); beta=c(sort(c(runif(p,0,1))));
 data=c(rnorm(n*p,5,10));X=matrix(data, ncol=p);
 y=X%*%beta+e;
 beta_cor(K=K,nk=nk,alpha=alpha,X=X,y=y)