# f3st: Stepwise selection of covariates In gausscov: The Gaussian Covariate Method for Variable Selection

 f3st R Documentation

## Stepwise selection of covariates

### Description

Stepwise selection of covariates

### Usage

f3st(y,x,m,kmn=10,p0=0.01,kmx=0,mx=21,lm=100,kex=0,sub=T,inr=T,xinr=F,qq=0,kexmx=100)

### Arguments

 y Dependent variable x Covariates m The number of iterations kexmx The maximum number of covariates in an approximation p0 The P-value cut-off kmn The minimum number of included covariates irrespective of cut-off P-value kmx The maximum number of included covariates irrespective of cut-off P-value. mx The maximum number covariates for an all subset search lm The maximum number of approximations. kex The excluded covariates sub Logical if TRUE best subset selected inr Logical if TRUE include intercept if not present xinr Logical if TRUE intercept already present qq The number of covariates to choose from. If qq=0 the number of covariates of x is used.

### Value

covch The sum of squared residuals and the selected covariates ordered in increasing size of sum of squared residuals.

lai The number of rows of covch

### Examples

data(leukemia)
a<-f3st(leukemia[[1]],leukemia[[2]],m=2,kmn=5,sub=TRUE,kexmx=5)

gausscov documentation built on Feb. 16, 2023, 6:52 p.m.