cqc {QCSIS} | R Documentation |
cqc is used to compute the composite quantile correlation.
cqc(x, y)
x |
The covariate variable. |
y |
The response variable. |
cqc |
The value of composite quantile correlation. |
Xuejun Ma, Jingxiao Zhang, Jingke Zhou
Xuejun Ma et al.. Robust feature screening via composite quantile correlation learning. In submission.
x <- rnorm(100)
y <- rnorm(100)
cqc(x = x, y = y)