QCSIS (version 0.1)

cqc: 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.

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)