backward.corp {COP}R Documentation

Backward selection step in COP

Description

This is the function for backward selection in COP

Usage

backward.corp(x, y, id1, ind, H, signif.out, dd, lambdaf)

Arguments

x is a n by p matrix for the covariates
y is a response variable
id1 is the subset of variable selected at previous step
ind is the subset of variable that has not been selected at previous step
H is the number of slices
signif.out is the threshold to kick a variable out from the selected subset of variables
dd is the direction
lambdaf the critical value based on the full model

Author(s)

Wenxuan Zhong


[Package COP version 1.0 Index]