getBestModel: Get Best Model after Models Selection

In BMSC: Bayesian Model Selection under Constraints

Description

Get Best Model after Models Selection

Usage

getBestModel(models, thresholdSE = 1, plotModels = TRUE)

Arguments

models	list of models fitted by constrSelEst function
thresholdSE	numeric: How much standard errors in leave-one-out prediction performance can the sparse model be worse than the best model
plotModels	boolean: Plot models in leave-one-out evaluation plot TRUE/FALSE

Value

The best sparse model concerning leave-one-out performance within a threshold

BMSC documentation built on Aug. 2, 2019, 5:05 p.m.