pglm: Profile Boosting for Generalized Linear Models.

In pboost: Profile Boosting Framework for Parametric Models

Profile Boosting for Generalized Linear Models.

Description

pglm inherits the usage of the built-in function glm.

Usage

pglm(
  formula,
  family = gaussian,
  data,
  weights,
  subset,
  na.action,
  start = NULL,
  etastart,
  mustart,
  offset,
  control = list(...),
  model = TRUE,
  method = "glm.fit",
  x = FALSE,
  y = TRUE,
  singular.ok = TRUE,
  contrasts = NULL,
  ...,
  stopFun = EBIC,
  keep = NULL,
  maxK = NULL,
  verbose = FALSE
)

Arguments

formula	See pboost.
family	Parameters passed to glm.
data	See pboost.
weights	Parameters passed to glm.
subset	Parameters passed to glm.
na.action	Parameters passed to glm.
start	Parameters passed to glm.
etastart	Parameters passed to glm.
mustart	Parameters passed to glm.
offset	Parameters passed to glm.
control	Parameters passed to glm.
model	Parameters passed to glm.
method	Parameters passed to glm.
x	Parameters passed to glm.
y	Parameters passed to glm.
singular.ok	Parameters passed to glm.
contrasts	Parameters passed to glm.
...	Parameters passed to glm.
stopFun	Parameters passed to pboost.
keep	Parameters passed to pboost.
maxK	Parameters passed to pboost.
verbose	Parameters passed to pboost.

Value

An glm model object fitted on the selected features.

References

Zengchao Xu, Shan Luo and Zehua Chen (2022). Partial profile score feature selection in high-dimensional generalized linear interaction models. Statistics and Its Interface. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.4310/21-SII706")}

Examples

set.seed(2025)
n <- 300
p <- 200
x <- matrix(rnorm(n*p), n)

eta <- drop( x[, 1:3] %*% runif(3, 1.0, 1.5) )
y <- rbinom(n, 1, 1/(1+exp(-eta)))
DF <- data.frame(y, x)

pglm(y ~ ., "binomial", DF, verbose=TRUE)
pglm(y ~ ., "binomial", DF, stopFun=BIC, verbose=TRUE)

scoreLogistic <- function(object) {
   eta.hat <- object[["linear.predictors"]]
   return(object[["y"]] - 1/(1+exp(-eta.hat)))
}
pboost(y ~ ., DF, glm, scoreLogistic, EBIC, family="binomial", verbose=TRUE)

pboost documentation built on Jan. 9, 2026, 1:07 a.m.