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README.md

TVsMiss

Build Status

TVsMiss

The goal of TVsMiss is to select variable in both low and high demesion through regularization likelihood method.

Installation

You can install TVsMiss from github with:

# install.packages("devtools")
devtools::install_github("yang0117/TVsMiss")

Example

rm(list = ls())
library(TVsMiss)
n <- 50
p <- 8
beta <- c(3,0,1.5,0,2,rep(0,p-5))
xm <- matrix(rnorm(n*p),ncol = p, nrow = n)
y <- xm %*% beta + rnorm(n)
colnames(xm) <- paste0("Var_",1:p)
fit02 <- tvsmiss(x=xm,y=y,method = "BIC")
fit02$selection_beta
#>     Var_1     Var_2     Var_3     Var_4     Var_5     Var_6     Var_7 
#> 0.5614923 0.0000000 0.1417931 0.0000000 0.2872000 0.0000000 0.0000000 
#>     Var_8 
#> 0.0000000
plot(fit02,x.log=TRUE,label = TRUE)

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