k_max: Constraint on the Number of Covariates

In holiglm: Holistic Generalized Linear Models

Constraint on the Number of Covariates

Description

Constraint on the maximum number of covariates to be used in the model.

Usage

k_max(k)

Arguments

k	an positive integer with k \leq k_{max} giving the maximum number of covariates to be used in the model.

Value

A holistic generalized model constraint, object inheriting from class "hglmc".

Note

• If an intercept is used, the upper bound on k_{max} + 1 is given by number of columns of the model matrix.

• If no intercept is used, the upper bound on k_{max} is given by number of columns of the model matrix.

See Also

Other Constraint-Constructors: group_equal(), group_inout(), group_sparsity(), include(), linear(), lower(), pairwise_sign_coherence(), rho_max(), sign_coherence(), upper()

Examples

dat <- rhglm(100, c(1, 2, -3, 4, 5, -6))
hglm(y ~ ., constraints = k_max(3), data = dat)

holiglm documentation built on April 3, 2025, 7:09 p.m.