Generate.S: Generate the S matrix
In sebastianankargren/FMA: Frequentist Model Averaging

Description Usage Arguments Value Examples

View source: R/Generate.S.R

Generation of the S matrix.

1	Generate.S(Fix.X, Potential.X, avertype = "all")

`Fix.X`	Number of fixed Xs, i.e. variables which should always be included.
`Potential.X`	Number of potential variables, i.e. variables which may or may not be included.
`avertype`	Type of averaging to be done. Can be either `singleton` (models with only one regressor at a time), `nested` (all nested models) or `all` (all combinations of submodels).

Returns a selection matrix.

## all nested models with 5 variables, first variable always included
smatrix <- Generate.S(Fix.X = 1, Potential.X = 5, avertype = "nested")

## use this together with EstAllModels to estimate all the submodels efficiently
## Not run: allMods <- EstAllModels(X = Xdata, Xnew = Xnewdata, y = ydata, s = smatrix)