Jin Zhu
You can install the released version of cdcsis fromCRAN with:
install.packages("cdcsis")This is a basic example which shows you how to pick out the importantfeature from high-dimensional dataset:
library(cdcsis)set.seed(1)num<-100p<-1000x<-matrix(rnorm(num* p),nrow = num,ncol = p)z<-rnorm(num)y<-3*x[,1]+1.5*x[,2]+4*z*x[,5]+rnorm(num)res<-cdcsis(x, y, z)head(res[["ix"]],n =10)cdcsis function successfully selects the informativevariables from 1000 features pool.
[1]1526281787912903395630GPL (>= 2)