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I want an R program code for model selection through Extended Bayesian Information Criterion (EBIC) proposed by Chen and Chen 2008, under high dimensional setting,
I want an R program code for model selection through Extended Bayesian Information Criterion (EBIC) proposed by Chen and Chen 2008, under high dimensional setting, the code replication should run and replicate 100 times and return vectors of False Discovery Rates and Positive Discovery Rates at every replication and also the number of features selected across different data settings. Please help! I need this R code urgently!
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