abess_mmlt: Optimal subset selection for multivariate transformation...

In tramvs: Optimal Subset Selection for Transformation Models

Optimal subset selection for multivariate transformation models

Description

Optimal subset selection for multivariate transformation models

Usage

abess_mmlt(
  mltargs,
  supp,
  k_max = supp,
  thresh = NULL,
  init = TRUE,
  m_max = 10,
  m0 = NULL,
  ...
)

Arguments

mltargs	Arguments passed to mmlt
supp	support size of the coefficient vector
k_max	maximum support size to consider during the splicing algorithm. Defaults to supp.
thresh	threshold when to stop splicing. Defaults to 0.01 * supp * p * log(log(n)) / n$, where p denotes the number of predictors and n the sample size.
init	initialize active set. Defaults to TRUE and initializes the active set with those covariates that are most correlated with score residuals of an unconditional modFUN(update(formula, . ~ 1)).
m_max	maximum number of iterating the splicing algorithm.
m0	Transformation model for initialization
...	Currently ignored

Value

List containing the fitted model via mmlt, active set A and inactive set I.

tramvs documentation built on April 4, 2025, 6:13 a.m.