summary.vsel | R Documentation |
This is the summary()
method for vsel
objects (returned by varsel()
or
cv_varsel()
).
## S3 method for class 'vsel' summary( object, nterms_max = NULL, stats = "elpd", type = c("mean", "se", "diff", "diff.se"), deltas = FALSE, alpha = 0.32, baseline = if (!inherits(object$refmodel, "datafit")) "ref" else "best", ... )
object |
An object of class |
nterms_max |
Maximum submodel size for which the statistics are
calculated. Note that |
stats |
One or more character strings determining which statistics to calculate. Available statistics are:
|
type |
One or more items from |
deltas |
If |
alpha |
A number determining the (nominal) coverage |
baseline |
For |
... |
Arguments passed to the internal function which is used for
bootstrapping (if applicable; see argument |
if (requireNamespace("rstanarm", quietly = TRUE)) { # Data: dat_gauss <- data.frame(y = df_gaussian$y, df_gaussian$x) # The "stanreg" fit which will be used as the reference model (with small # values for `chains` and `iter`, but only for technical reasons in this # example; this is not recommended in general): fit <- rstanarm::stan_glm( y ~ X1 + X2 + X3 + X4 + X5, family = gaussian(), data = dat_gauss, QR = TRUE, chains = 2, iter = 500, refresh = 0, seed = 9876 ) # Variable selection (here without cross-validation and with small values # for `nterms_max`, `nclusters`, and `nclusters_pred`, but only for the # sake of speed in this example; this is not recommended in general): vs <- varsel(fit, nterms_max = 3, nclusters = 5, nclusters_pred = 10, seed = 5555) print(summary(vs)) }
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