time_table_leaps: Best subset (linear) regression on a time.table

Description Usage Arguments

View source: R/linreg_estimators.R

Description

Perform a best subsets regression procedure on data stored in time.table(s). Produces one linear regression subset (the one with the lowest residual sum of squares) for each subset size of the covariates and each component of the dependent variable.

Usage

1
2
3
time_table_leaps(x, y = NULL, idxs = NULL, use.auxiliary = FALSE,
  input.cols = NULL, output.cols = NULL, ..., modelfun = function(x)
  polySane(raw = TRUE, x, degree = 2), has.no.na = FALSE)

Arguments

x

time.table that contains predictors and, optionally, dependent variable(s).

y

time.table containing dependent variable(s).

idxs

index/time values to include, defaults to all complete cases

use.auxiliary

whether to include auxiliary values

input.cols

column(s) of x to use for computing covariate(s)

output.cols

column(s) of x or y to use as dependent varaiable(s)

...

additional arguments to pass to modelfun

modelfun

function that produces the actual covariates used in the linear regression

has.no.na

whether user guarantees x/y contian no NA values


rossklin/dynpan documentation built on May 27, 2019, 11:39 p.m.