Parametric bootstrap for computing L-best PCS. This function is called by the wrapper PCS.boot.np.
PofCSLt.bootstrap5(theta, T, L, B, SDE, dist = c("normal", "t"),
df = 14, trunc = 6, est.names = c("O"))Vector of statistics (or parameters) from which it is desired to select the top t of them
Vector of the number of statistics (or parameters) desired to be selected
Vector of L-best selection parameters
Bootstrap sample size
Standard error of the statistics theta (row-wise)
Distributional assumption used for estimating PCS
Common degrees of freedom for one of the t-statistics in theta; the parameter is only used if dist="t"
Number of standard errors below the minimum selected population to disregard in the estimation of PCS; it is a truncation parameter to decrease run time
Kind of shrinkage estimator employed. Default estimator is "O" for the Olkin estimator. Other estimators will be considered for future releases.
An array, the non-empty part of which is a matrix whose rows are the entries of L and whose columns are the entries of T.
Cui, X.; Zhao, H. and Wilson, J. 2010. Optimized Ranking and Selection Methods for Feature Selection with Application in Microarray Experiments. Journal of Biopharmaceutical Statistics. Volume 20, No. 2, pp. 223-239. https://docs.google.com/a/biola.edu/viewer?a=v&pid=sites&srcid=YmlvbGEuZWR1fGphc29ud2lsc29ufGd4OjY0ZTJkNDNlMzNiNjE0ZDg