backward_sel: backward_sel

In JakubStats/marge: Multivariate Adaptive Regression splines using Generalized estimating Equations

backward_sel

Description

Backward selection function for MARS that uses the generalized cross validation criterion (GCV).

Usage

backward_sel(Y, B_new, pen = 2, GCV.null = 0.001, ...)

Arguments

Y	: the response variable.
B_new	: the model matrix.
pen	: the set/fixed penalty used for the GCV. The default is 2.
GCV.null	: GCV value for the intercept model. The default is 0.001.
...	: further arguments passed to or from other methods.

Value

backward_sel returns the GCV from the fitted model.

Author(s)

Jakub Stoklosa and David I. Warton

References

Friedman, J. (1991). Multivariate adaptive regression splines. The Annals of Statistics, 19, 1–67.

Milborrow, S. (2017a). Notes on the earth package. Package vignette. Available at: http://127.0.0.1:31355/library/earth/doc/earth-notes.pdf.

Milborrow, S. (2017b). earth: Multivariate Adaptive Regression Splines. R package version 4.4.7. Available at http://CRAN.R-project.org/package = earth.

Stoklosa, J. and Warton, D.I. (2018). A generalized estimating equation approach to multivariate adaptive regression splines. Journal of Computational and Graphical Statistics, 27, 245–253.

See Also

backward_sel_WIC

JakubStats/marge documentation built on Feb. 25, 2024, 9:38 p.m.