sparsemse: Fit the SparseMSE model

View source: R/sparsemse.R

sparsemseR Documentation

Fit the SparseMSE model

Description

Fit the SparseMSE approach of Chan et al. (2020). Note: computationally-intensive bootstrap confidence intervals are only computed as part of a call to the estimates() function.

Usage

sparsemse(data, pthresh=0.02)

Arguments

data

object of class "MSEdata" representing list inclusion pattern counts.

pthresh

p-value threshold for forward stepwise p-value thresholding. Default is 0.02.

Value

Object of class "sparsemse" containing the fitted model "fit" as well as the arguments "args" passed to this function. Use the function estimates() to recover point and interval estimates.

Examples

sparsemse_fit <- sparsemse(UK)
estimates(sparsemse_fit, mc.cores = 1)


OlivierBinette/MSETools documentation built on Aug. 7, 2022, 8:42 p.m.