Description Methods Value See Also
Runs a platform-specific version of Shotgun Stochastic Search (sss) from Hans, Dobra, and West. Writes out temporary files, passes them to an executable, and reads summary files back into R. Temporary files are discarded once the R session is terminated.
signature(formula = formula, ...)formulaof the form "response ~ data", where response is one of: (1) numeric vector (sssLinearModel); (2) numeric vector of 0s and 1s (sssBinaryModel); or (3) a Surv object (sssSurvivalModel), and data is a matrix with one row per observation and one column per predictor. sss method dispatches on an object that has class which is an extension of sssModel as shown above - and is built based on the response in the specified formula.
...optional arguments, including:
traininga numeric indicator (length of number of observations) specifying if an observation is to be used in model training (value of 1) or in the model testing validation (value of 0) - training is called "weights" in sss documentation
priormeanpprior mean of number of included variables (this is the key sparsity control parameter) - priormeanp=v means that each variable is "in the model" with prior probability v/(number of predictors) - default is 5
pmaxmaximum model size (maximum number of predictors in any model) - default is 15
itersnumber of MCMC iterations - default is 100
nbestnumber of models whose output is saved out of the iters iterations - default is 10
outputDirdirectory to save text files from sss executable (R objects will be populated as value of sss call) - default is tempdir() which will be removed at end of current R session
named arguments overwriting of defaults specified in the slots of class sssSetup - only for advanced users.
Return value is of class sssResult.
sssModel, sssBinaryModel, sssLinearModel, sssSurvivalModel
sssResult
sssSetup
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.