fasb: Calculates all subsets where each included covariate is...

In gausscov: The Gaussian Covariate Method for Variable Selection

Calculates all subsets where each included covariate is significant.

Description

The subset are ordered according to the sum of squared residuals. Subsets can be decoded with decode.R.

Usage

fasb(y,x,p0=0.01,ind=0,inr=T,xinr=F,qq=-1)

Arguments

y	The dependent variable
x	The covariates
p0	Cut-off p-value for significance
ind	The indices of a subset of covariates for which all subsets are to be considered
inr	If TRUE to include intercept
xinr	If TRUE intercept already included
qq	The number of covariates from which to choose. Equals number of covariates minus length of ind if qq=-1.

Value

nv Coded List of subsets with number of covariates and sum of squared residuals

Examples

data(redwine)
nvv<-fasb(redwine[,12],redwine[,1:11])

gausscov documentation built on May 29, 2024, 10:26 a.m.