Refit a mht.order object
Description
Refit a mht.order
object for a new observation Ynew
and/or a new order ordrenew
Usage
1 2 
Arguments
object 
Object of class "mht.order" as obtained from 
Ynew 
Response variable of length n. 
ordrenew 
Vector from which the varibles are to be ordered, it can be a partial order. If absent, data is considers to be already ordered; Default is (1,2,..,p). 
IT 
Number of simulations in the calculation of the quantile. Default is 10000. 
var_nonselect 
Number of variables that don't undergo feature selection. They have to be in the first columns of data. Default is 1, the selection is not performed on the intercept. 
sigma 
Value of the variance if it is known; 0 otherwise. Default is 0. 
showresult 
Logical value. if TRUE, show the value of the statistics and the estimated quantile at each step of the procedure. Default is TRUE. 
... 
not used. 
Details
see mht.order
for details.
Value
A 'mht.order' object is returned.
data 
A list containing:

coefficients 
Matrix of the estimated coefficients. Each row concerns a specific user level alpha. 
residuals 
Matrix of the residuals. Each row concerns a specific user level 
relevant_var 
Set of the relevant variables. Each row concerns a specific user level 
fitted.values 
Matrix of the fitted values, each column concerns a specific user level 
kchap 
Vector containing the length of the estimated set of relevant variables, for each values of 
quantile 
The estimated type I error to be used in the second step of the procedure in order to have a test of level alpha, each column stands for one test. See F.Rohart (2011) for details. 
call 
The call that has been used. 
call.old 
The call that produced the initial 'object'. 
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker. Vote for new features on Trello.