glt: GLT test for model

In hans0803/APLM:

GLT test for model

Description

use GLT test choose which model is better than the other.

Usage

glt(model1, model2, alpha)

Arguments

model1	first linear model
model2	second linear model
alpha	confidence level

Examples

data <- as.data.frame(matrix(rnorm(1000), ncol=10))
# beta <- c(beta_0, beta_1, ..., beta_n)
beta <- c(4,2,3,0,1,7,0,5)
# use function set y
y <- yget(data, beta)
fit <- lm(y ~ ., data)
f_fit <- fselect(y, data, alpha_in=0.001, alpha_out=0.005)
glt(fit, f_fit)

hans0803/APLM documentation built on June 17, 2024, 5:22 a.m.