distance.cor

Matrix with <code>n</code> observations of <code>p</code> covariates in each row.

Response vector with <code>n</code> observations.

Matrix with <code>m</code> indices of <code>N</code> subsamples in each column.

subsamples

index


Measure an impact of the covariates on the response using the distance correlation
This function evaluates the distance correlation between the response <code>y</code> and each column in the design matrix <code>x</code> over subsamples in <code>subsamples</code>.


Implements the Ranking-Based Variable Selection
algorithm for variable selection in high-dimensional data.

Rafal Baranowski

rbvs

Ranking-Based Variable Selection

distance.cor function

Measure an impact of the covariates on the response using the distance correlation
This function evaluates the distance correlation between the response <code>y</code> and each column in the design matrix <code>x</code> over subsamples in <code>subsamples</code>.

distance.cor: Measure an impact of the covariates on the response using the distance correlation This function evaluates the distance correlation between the response `y` and each column in the design matrix `x` over subsamples in `subsamples`.

Description

Usage

Arguments

Value

References