summary.nestfs: Results summary for nested forward selection

In nestfs: Cross-Validated (Nested) Forward Selection

Results summary for nested forward selection

Description

Report summary statistics from a run of nested forward selection across the outer folds.

Usage

## S3 method for class 'nestfs'
summary(object, iter1 = FALSE, ...)

## S3 method for class 'nestfs'
print(x, ...)

Arguments

object, x	An object of class nestfs.
iter1	Whether the summary should be over all variables at the first iteration: this can be interpreted as a cross-validated univariate test for association.
...	Further arguments passed to or from other methods. These are currently ignored.

Value

A data frame with the following columns:

vars	Variables selected.
percent	Percentage of folds in which the variable was selected.
coef	Median coefficient for the variable.
coefIQR	Inter-quartile range for the variable coefficient.
rank	Median iteration in which the variable was selected.
rankIQR	Inter-quartile range for rank of the variable.
diffLogLik	Median difference in log-likelihoods.
diffLogLikIQR	Inter-quartile range for the difference in log-likelihoods.

Note

A function of name "getfullname" to match variable names to full names is searched on the current workspace, and if found full names are included in the summary data frame.

nestfs documentation built on Dec. 28, 2022, 1:27 a.m.