fs: Forward selection

Description Usage Arguments Value

View source: R/stats_fs.R

Description

Perform forward variable selection with or without OMP

Usage

1
fs(X, y, omp = FALSE)

Arguments

X

matrix of predictors

y

response vector

omp

whether to use orthogonal matching pursuit (OMP)

Value

vector with jth component the variable added at step j


knockoff documentation built on May 29, 2017, 9:55 p.m.

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