fs: Forward selection

View source: R/stats_forward_selection.R

fsR Documentation

Forward selection

Description

Perform forward variable selection with or without OMP

Usage

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 Aug. 15, 2022, 9:06 a.m.