Description Usage Arguments Details Value Author(s) References Examples
The Mallows Cp is evaluated for each submodel.
1 2 |
formula |
a symbolic description of the model to be fit. The details of model specification are given below. |
data |
an optional data frame containing the variables
in the model. By default the variables are taken from
the environment which |
model, x, y |
logicals. If |
var.full |
the value of variance to be used in the denominator of the Mallows Cp, if 0 the variance estimated from the full model is used. |
contrasts |
an optional list. See the |
verbose |
if |
Models for mle.cp
are specified symbolically. A typical model has the form response ~ terms
where response
is the (numeric) response vector and terms
is a series of terms which specifies a linear predictor for response
. A terms specification of the form first+second
indicates all the terms in first
together with all the terms in second
with duplicates removed. A specification of the form first:second
indicates the the set of terms obtained by taking the interactions of all terms in first
with all terms in second
. The specification first*second
indicates the cross of first
and second
. This is the same as first+second+first:second
.
mle.cp
returns an object of class
"mle.cp"
.
The function summary
is used to obtain and print a summary of the results, only models below the bisector are reported.
The generic accessor functions coefficients
and residuals
extract coefficients and residuals returned by mle.cp
.
The object returned by mle.cp
are:
cp |
Mallows Cp for each submodels |
coefficients |
the parameters estimator, one row vector for eac submodel. |
scale |
an estimation of the error scale, one value for each submodel. |
residuals |
the residuals from the estimated model, one column vector for each submodel. |
call |
the match.call(). |
contrasts |
|
xlevels |
|
terms |
the model frame. |
model |
if |
x |
if |
y |
if |
info |
not well working yet, if 0 no error occurred. |
Claudio Agostinelli
Mallows, C.L., (1973) Some comments on Cp, Technometrics, 15, 661-675.
1 2 3 4 5 6 7 8 9 10 11 |
Loading required package: circular
Attaching package: 'circular'
The following objects are masked from 'package:stats':
sd, var
[,1] [,2] [,3] [,4] [,5]
[1,] 1.0000000 0.7307175 0.8162526 -0.5346707 -0.8213050
[2,] 0.7307175 1.0000000 0.2285795 -0.8241338 -0.2454451
[3,] 0.8162526 0.2285795 1.0000000 -0.1392424 -0.9729550
[4,] -0.5346707 -0.8241338 -0.1392424 1.0000000 0.0295370
[5,] -0.8213050 -0.2454451 -0.9729550 0.0295370 1.0000000
Call:
mle.cp(formula = y.hald ~ x.hald)
Mallows Cp:
(Intercept) x.hald1 x.hald2 x.hald3 x.hald4 cp
[1,] 1 1 1 0 0 2.678
[2,] 1 1 1 0 1 3.018
[3,] 1 1 1 1 0 3.041
[4,] 1 1 0 1 1 3.497
[5,] 0 1 1 1 1 3.793
[6,] 1 1 1 1 1 5.000
Printed the first 6 best models
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