ES: Edge Selection Algorithm

In ES: Edge Selection

Description

ES generates the entire sequence of coefficient estimates using Edge Selection Algorithm.

Usage

ES(u, maxstop)

Arguments

u	Data Matrix. The columns represent the different variables, while the rows represent identically and independently distributed samples.
maxstop	Number of edges selected before the algorithm stops. If it is not specified, the algorithm will run until all the variables are added.

Value

An object is returned, which includes the entire sequence of ES coefficient estimates, OLS estimates and the correlations of the first two edges that is added to the algorithm.

References

Edge Selection for Undirected Graphs

See Also

ESpredict, cv.ES

Examples

data(marks)
attach(marks)
object <- ES(marks)
detach(marks)

ES documentation built on May 2, 2019, 8:29 a.m.