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. Author manuscript; available in PMC: 2017 Jan 1.
Published in final edited form as: Stat Sin. 2016;26:881–901. doi: 10.5705/ss.2014.171

Table 3.4. Comparison with Cox-ISIS.

Cox-ISIS SJS

Inline graphics Inline graphica Time Inline graphics Inline graphica Time

p ρ X1 X2 X3 X4 ALL (s) X1 X2 X3 X4 ALL (s)
τ = 1

2000 .25 .998 .998 .999 1 .996 23.34 .999 .996 .995 .979 .975 5.75
.5 .898 .894 .897 1 .708 21.47 .97 .968 .975 .983 .952 6.05
.75 .697 .696 .694 1 .303 19.03 .952 .949 .953 .993 .903 5.72

5000 .25 .998 .994 .999 .992 .983 36.47 .988 .981 .984 .925 .912 26.00
.5 .819 .833 .853 1 .562 37.81 .871 .861 .862 .948 .805 31.89
.75 .579 .583 .611 1 .177 38.81 .829 .838 .828 .988 .724 36.73

τ = 0.75

2000 .25 1 .997 1 .999 .996 14.19 .999 .998 1 .98 .978 3.85
.5 .896 .899 .904 1 .712 14.10 .97 .969 .97 .987 .952 4.47
.75 .709 .687 .724 1 .334 22.99 .936 .938 .942 .99 .882 7.33

5000 .25 .991 .996 .99 .99 .972 42.64 .983 .985 .988 .931 .914 52.50
.5 .84 .823 .844 1 .563 44.85 .895 .89 .896 .956 .848 43.96
.75 .566 .584 .555 1 .167 50.80 .832 .819 .836 .985 .7 55.27

τ = 0.5

2000 .25 .997 .997 .999 1 .994 14.45 1 .997 .998 .981 .978 3.99
.5 .891 .888 .899 1 .702 26.78 .957 .962 .963 .987 .943 8.81
.75 .672 .678 .665 1 .273 13.95 .883 .889 .889 .99 .772 4.79

5000 .25 .993 .995 .99 .993 .975 41.41 .977 .983 .989 .912 .897 34.82
.5 .806 .847 .805 1 .527 56.10 .874 .867 .855 .946 .803 57.31
.75 .56 .574 .544 1 .161 40.54 .738 .761 .746 .975 .564 61.49

τ = 0.25

2000 .25 .97 .972 .976 .973 .902 14.40 .971 .971 .981 .853 .824 3.72
.5 .822 .806 .819 1 .534 14.45 .866 .845 .833 .966 .748 5.00
.75 .528 .536 .526 1 .126 14.48 .552 .566 .564 .952 .238 4.72

5000 .25 .941 .936 .934 .949 .805 43.85 .901 .914 .897 .675 .592 59.46
.5 .731 .736 .709 .999 .366 45.25 .664 .671 .645 .86 .475 50.66
.75 .466 .432 .419 1 .067 49.79 .427 .389 .372 .958 .1 118.30