ISblocksFun: Internal function to carry out the block-wise GETS search

In gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

Internal function to carry out the block-wise GETS search

Description

An internal function that manages the block-wise GETS search within the isat() type functions.

Usage

ISblocksFun(j, i, ISmatrices, ISblocks, mX, parallel.options, y, userEstArg, 
  t.pval, wald.pval, do.pet, arLjungB, archLjungB, normality.JarqueB, 
  user.diagnostics, gofFunArg, gof.method, mxkeep, include.gum, include.1cut, 
  include.empty, max.paths, turbo, tol, LAPACK, max.regs, print.searchinfo, y.n)

Arguments

j	Index of the current block (within the ith indicator matrix) to be evaluated.
i	Index of the indicator matrix from ISmatrices being processed (e.g., IIS, SIS, TIS).
ISmatrices	A named list of indicator matrices generated by create.ISmatrices.
ISblocks	A list of block index sets corresponding to columns of each indicator matrix, specifying how indicators are grouped for block-wise GETS.
mX	Matrix of base regressors to which indicator variables are appended.
parallel.options	Parallel execution control; if NULL, no parallelism is applied.
y	Numeric vector or time-series; the dependent variable in the regression model.
userEstArg	A list containing the user-defined estimation function and its arguments, passed to getsFun.
t.pval	Numeric value between 0 and 1; the significance level used for coefficient t-tests during GETS.
wald.pval	Numeric value; significance level for Wald tests in GETS selection.
do.pet	Logical; if TRUE, a Parsimonious Encompassing Test (PET) is conducted after each deletion.
arLjungB	A two-element list or vector specifying the lag and p-value for the Ljung-Box test on residual autocorrelation.
archLjungB	A two-element list or vector specifying the lag and p-value for the Ljung-Box test on squared residuals (ARCH test).
normality.JarqueB	Numeric value or NULL; p-value threshold for the Jarque-Bera test for normality.
user.diagnostics	A list specifying a user-defined diagnostics function and its significance levels.
gofFunArg	List specifying the name and parameters of the goodness-of-fit function.
gof.method	Character string; either "min" or "max" indicating how to choose the best model based on the GOF criterion.
mxkeep	Indices of variables in mXis to be forcibly retained during the GETS procedure.
include.gum	Logical; if TRUE, includes the General Unrestricted Model in the set of terminal models.
include.1cut	Logical; if TRUE, includes the 1-cut model in the set of terminal models.
include.empty	Logical; if TRUE, includes the empty model among terminal models if it passes diagnostics.
max.paths	Maximum number of paths to explore during GETS. If NULL, no limit is imposed.
turbo	Logical; avoids redundant path evaluations in GETS for efficiency.
tol	Numeric tolerance for detecting collinearity in regressors during model estimation.
LAPACK	Logical; if TRUE, LAPACK routines are used for matrix decomposition in collinearity checks.
max.regs	Maximum number of regressions allowed in each deletion path.
print.searchinfo	Logical; if TRUE, prints messages about the GETS search progress and block structure.
y.n	Integer; the number of observations in the dependent variable y.

Value

Returns a character vector of the names of the retained variables or NULL.

See Also

See also isat.

gets documentation built on July 29, 2026, 9:07 a.m.