EMVSsummary: Select the Best Model with EMVS
In EMVS: The Expectation-Maximization Approach to Bayesian Variable Selection

EMVSsummary outputs variable selection indicators of models found together with the log-g-function.

1	EMVSsummary(result)

result

List object outputed by the EMVS procedure

`log_g_function`	The log-g-function computed for all models found along the regularization path
`indices`	The (L x p) matrix of variable selection indicators after thresholding (1 for selected, 0 for not selected). Each row corresponds to a single v0 value.

Veronika Rockova

Rockova, V. and George, E. I. (2014) EMVS: The EM Approach to Bayesian Variable Selection. Journal of the American Statistical Association

EMVS documentation built on Oct. 13, 2021, 5:09 p.m.