dk_sim: dk_sim simulation function based on a 1992 paper by Derksen...

In rmsharp/stepwiser: Demonstrates effects of using stepwise variable selection

Description

Backward, forward and both automated subset selection algorithms: Frequency of obtaining authentic and noise variables by Shelley Derksen H. J. Keselman, British Journal of Mathematical and Statistical Psychology (1992) 45, 265-282.

Usage

dk_sim(file = "", directions, betas, n_values, alpha_values, rho_values,
  predictors, weight = 1, nlambda = 100, sims, error_fun, ...)

Arguments

file	character containing file argument to cat used to report intermediate results
directions	character vector with one or more of "backward", "forward", or "both".
betas	coefficients of regression
n_values	vector of sample sizes
alpha_values	vector of alpha threshold values
rho_values	vector of correlations between real predictors
predictors	vector of the number of predictor variables to include
weight	observation weights. Can be total counts if responses are proportion matrices. Default is 1 for each observation
nlambda	The number of lambda values - default is 100.
sims	number of simulations
error_fun	function providing the error term for each row of observations
...	additional arguments need by error_fun

Details

Need to allow add and remove thresholds instead of a single value.

Value

object with

rmsharp/stepwiser documentation built on May 26, 2019, 9:33 a.m.