cv.lm.main: A function for the number of binary rules in the main effect...

Description Usage Arguments Value

Description

A function for the number of binary rules in the main effect AIM with continuous outcome

Usage

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cv.lm.main(x, y, K.cv = 5, num.replicate = 1, nsteps, mincut = 0.1,
  backfit = F, maxnumcut = 1, dirp = 0)

Arguments

x

the predictor matrix.

y

the vector of the continuous response variable.

K.cv

number of folds for CV.

num.replicate

number of CV iterations.

nsteps

the maximum number of binary rules to be included in the index.

mincut

the minimum cutting proportion for the binary rule at either end. It typically is between 0 and 0.2. It is the parameter in the functions of AIM package.

backfit

a logical argument indicating whether the existing cutpoints are adjusted after including new binary rule.

maxnumcut

the maximum number of binary splits per predictor.

dirp

a vector for pre-specified direction of the binary split for each of the predictors. 0 represents "no pre-given direction"; 1 represents "(x>cut)"; -1 represents "(x<cut)". Alternatively, "dirp=0" represents that there is no pre-given direction for any of the predictor.

Value

returns optimal number of binary rules based on CV along with CV score test statistics for the main effect, pre-validated score test statistics and prevalidated fits for individual observation.


SubgrpID documentation built on May 2, 2019, 8:02 a.m.