AddOnSearch: Search the optimal model region from a close-to-optimum model

In senhu/FCBMA: Factor collapsing with Bayesian model averaging for regression models

Description

Given a close-to-optimum model, this function continuously searches the neighbour models to find the global optimum, through a complete search

Usage

AddOnSearch(merge.code, varia.list, model, transition.method,
  IncludeOrigin = FALSE)

## S3 method for class 'glm'
AddOnSearch(merge.code, varia.list, model, transition.method,
  IncludeOrigin = FALSE)

## S3 method for class 'rxGlm'
AddOnSearch(merge.code, varia.list, model,
  transition.method, IncludeOrigin = FALSE)

Arguments

merge.code	the given close-to-optimum graycode, list(code1, code2)
varia.list	a list of variables, c(.., .., ..)
model	the full model
transition.method	Transition method to change one graycode to its neighbouring graycode, choose from "ChangeOne", "GroupSplit". The default is "ChangeOne".
IncludeOrigin	Logical; When choose neighbouring graycode, should the input graycode be included or not.

Value

the optimal partitions

Examples

data("sweden")
m1 <- glm(Claims ~ Kilometres+Zone+Bonus+Make, offset = log(Insured),
          data = sweden, family = "poisson")

code1 <- c(1,2,2,3,3)
code2 <- c(1,2,3,4,5,2,6,7,8)
assign("addon.bic.trace", NULL, envir = environment(FCBMA))
assign("addon.code.trace", NULL, envir = environment(FCBMA))
AddOnSearch(merge.code = list(code1,code2),
            varia.list = c("Kilometres", "Make"),
            model = m1,
            transition.method = "ChangeOne")
get("addon.bic.trace", envir = environment(FCBMA))
get("addon.code.trace", envir = environment(FCBMA))

assign("addon.bic.trace", NULL, envir = environment(FCBMA))
assign("addon.code.trace", NULL, envir = environment(FCBMA))
AddOnSearch(merge.code = list(c(1,2,2,2,3)),
            varia.list = c("Kilometres"),
            model = m1,
            transition.method = "ChangeOne")
get("addon.bic.trace", envir = environment(FCBMA))
get("addon.code.trace", envir = environment(FCBMA))

senhu/FCBMA documentation built on Aug. 6, 2019, 4:56 p.m.