xpredict.nvar: Determine optimal number of variables

In january3/myfuncs: loads a few functions I often need

Determine optimal number of variables

Description

like xpredict, but constructs a secondary, reduced model and reports only AUC for each of the 100 replicates

Usage

xpredict.nvar(x, y, x.response, y.response, rep = 100, nvar = c(2, 3,
  4, 5, 6, 7, 8, 9, 10, 15, 20, 25, 30, 40, 50, 75, 100, 125))

Arguments

x, y	data matrix, rows=variables, cols=samples. row names matter
x.response, y.response	vector of responses
rep	number of replicates for each number of variables
nvar	number of variables to test

See Also

xpredict

january3/myfuncs documentation built on Jan. 16, 2025, 8:37 p.m.