summary.nestfs: Results summary for nested forward selection

In mcol/nestfs: Cross-Validated (Nested) Forward Selection

Results summary for nested forward selection

Description

Report summary statistics from a run of nested forward selection across the outer folds.

Usage

## S3 method for class 'nestfs'
summary(object, iter1 = FALSE, ...)

## S3 method for class 'nestfs'
print(x, ...)

Arguments

object, x	An object of class nestfs.
iter1	Whether the summary should be over all variables at the first iteration: this can be interpreted as a cross-validated univariate test for association.
...	Further arguments passed to or from other methods. These are currently ignored.

Value

A data frame with the following columns:

vars	Variables selected.
percent	Percentage of folds in which the variable was selected.
coef	Median coefficient for the variable.
coefIQR	Inter-quartile range for the variable coefficient.
rank	Median iteration in which the variable was selected.
rankIQR	Inter-quartile range for rank of the variable.
diffLogLik	Median difference in log-likelihoods.
diffLogLikIQR	Inter-quartile range for the difference in log-likelihoods.

Note

A function of name "getfullname" to match variable names to full names is searched on the current workspace, and if found full names are included in the summary data frame.

mcol/nestfs documentation built on Jan. 4, 2023, 12:38 p.m.