fs: Forward selection

Description Usage Arguments Value

View source: R/stats_forward_selection.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 Nov. 17, 2017, 4:48 a.m.