Description Usage Arguments Details
Stepwise model selection for a robust linear model
1 2 3 4 5 6 7 8 9 10 11 |
object |
An object fit by |
scope |
The lowest model to consider. |
target |
Character string giving the method for selecting models. Defaults to "RFPE", the only current alternative being "AIC". |
direction |
What direction to take steps in. Only "backwards" is implemented. |
trace |
Whether or not to report progress. Defaults to |
steps |
The maximum number of steps to take. |
k |
The penalty factor to be used if AIC is being used as the target. Defaults to |
cores |
The number of cores to use when running |
... |
Not used (for compatibility with |
The function uses robust finite prediction error to decide when to stop the selection process. In principle, other approaches could be implemented.
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