rbvs (version 1.0.2)

s.est.quotient: Estimate the size of the top-ranked set

Description

Estimates the number of elements in the top-ranked set.

Usage

s.est.quotient(prob)

Arguments

prob

Vector with probabilities.

Value

A list with the following fields:

scores

Vector with the values of the criterion.

s.hat

The estimate of the number of important covariates.

Details

See Baranowski and Fryzlewicz (2015).

References

R. Baranowski, P. Fryzlewicz (2015), Ranking Based Variable Selection, in submission (http://personal.lse.ac.uk/baranows/rbvs/rbvs.pdf)).