Description Usage Arguments Value
Helper function, please do not use it
1 2 3 4 5 6 7 8 9 10 11 | get.csuv.final.mod(
X,
Y,
intercept,
unique.fit,
selection.criterion,
coef.est.method = lm.ols,
q,
method.names,
B
)
|
X |
covariates (n times p matrix, n: number of entries, p: number of covariates) |
Y |
response (vector with n entries) |
intercept |
TRUE to fit the data with an intercept, FALSE to fit the data without an intercept |
unique.fit |
from get.csuv.unique.fit |
selection.criterion |
= c("mse", "ebic"). Measure to select fitted models in subsampling dataset. "mse" is mean square error and "ebic" is extended BIC. Default is mse |
coef.est.method |
method to estimate the coefficients of covariates after variable selection. User can provide his/her function. Default is ordinary least square |
q |
percentile of fitted models used per each subsampling in CSUV, according to the selection criterion on out-of-sample data in ascending order. Default is q = 0 (only the fitted model with the lowest MSE in a subsampling data is used) |
method.names |
vector of method names to be used in CSUV. Choose among "lasso", "elastic", "relaxo", "mcp" and "scad". Default is to use all methods listed above |
B |
number of subsampling. Default is 100 |
a list of current fit
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