r2select: Variable Selection with the candidate pool

Description Usage Arguments Value

View source: R/r2select.R

Description

Perform variable selection with pooled candidates

Usage

1
r2select(x.tr, y.tr, B, weight, prob, parallel = TRUE, m = 8)

Arguments

x.tr

the predictor matrix

y.tr

the time and status object for survival

B

times of bootstrap

weight

variable weight

prob

variable selection probability

parallel

Logical TRUE or FALSE. Whether to use multithread computing, which can save consideratable amount of time for high dimensional data. Default is TRUE.

m

the number of variables to be randomly included in the model in this step. Default is 8.

Value

the estimates of variables with B bootstraps, which is a dataframe with B rows and 'ncol(x)' columns.


RAEN documentation built on Feb. 22, 2021, 9:07 a.m.