choose.next: Next variable to enter the current submodel
In hsstan: Hierarchical Shrinkage Stan Models for Biomarker Selection

choose.next

R Documentation

Next variable to enter the current submodel

Description

Return the index of the variable that should be added to the current model according to the smallest KL-divergence (linear regression) or the largest score test (logistic regression).

Usage

choose.next(x, sigma2, fit, fitp, chosen, is.logistic)

Arguments

`x`	Design matrix.
`sigma2`	Residual variance (1 for logistic regression).
`fit`	Matrix of fitted values for the full model.
`fitp`	Matrix of fitted values for the projected model.
`chosen`	Vector of indices of the columns of `x` in the current submodel.
`is.logistic`	Set to `TRUE` for a logistic regression model.