# f3sti: Selection of covariates with given excluded covariates In gausscov: The Gaussian Covariate Method for Variable Selection

 f3sti R Documentation

## Selection of covariates with given excluded covariates

### Description

Selection of covariates with given excluded covariates

### Usage

```f3sti(y,x,covch,ind,m,kexmx=100,p0=0.01,nu=1,kmn=0,kmx=0,

mx=21,lm=1000,kex=0,sub=T,inr=T,xinr=F,qq=0,lm0=0)
```

### Arguments

 `y` Dependent variable `x` Covariates `covch` Sum of squared residuals and selected covariates `ind` The excluded covariates `m` Number of iterations `kexmx` The maximum number of covariates in an approximation. `p0` The P-value cut-off `nu` The order statistic of Gaussian covariates used for comparison `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. `lm0` The current number of approximations

### Value

ind1 The excluded covariates

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

lm0 The current number of approximations.

### Examples

```data(leukemia)
covch=c(2.023725,1182,1219,2888,0)
covch<-matrix(covch,nrow=1,ncol=5)
ind<-c(1182,1219,2888)
ind<-matrix(ind,nrow=3,ncol=1)
m<-1
a<-f3sti(leukemia[],leukemia[],covch,ind,m)
```

gausscov documentation built on April 26, 2022, 5:07 p.m.