iterativeForwardSelectR: Iterative procedure for selecting covariates uder base model:...
In JonasWallin/PolyMixed:

iterativeForwardSelectR

R Documentation

Iterative procedure for selecting covariates uder base model: Y \sim N(X_k\beta + X \gamma, \sigma_Y^2 I_n \times n) \gamma \sim N(u, \tau^2 I_p \times p) u = [u_1,...,u_n_c] u_i \sim N(\mu_0, \sigma^2_u 1 In e

Description

Iterative procedure for selecting covariates uder base model: Y \sim N(X_k\beta + X \gamma, \sigma_Y^2 I_n \times n) \gamma \sim N(u, \tau^2 I_p \times p) u = [u_1,...,u_n_c] u_i \sim N(\mu_0, \sigma^2_u 1 In e

Usage

iterativeForwardSelectR(
  Y,
  X,
  model = c("simple", "constant"),
  kmax = NULL,
  nc = NULL,
  X_rem = NULL,
  critval = qnorm(1 - (1 - 0.95)/2),
  likelihood_method = FALSE,
  silent = 1
)

Arguments

`Y`	- (n x 1) observations
`X`	- (n x p) covariates
`model`	- (string) simple - simpliefed model (sigma^2_u = 0) constant - the full model
`nc`	- (int) number of chromosones
`X_rem`	- (p< x 1) number of columns X that should not be checked (like duplicates)
`critval`	- (double) value to minimum accepted level
`likelihood_method`	- (bool) use highest likelihood to select coeff
`silent`	(int) 0 - no output 1 - result of each loop 2 - with stars for iteration
`Kmax`	- (int) maximum number of iterations