approximate_fs: Approximate forward stepwise selection

Description Usage Arguments Value

Description

Fits the approximate forward stepwise procedure.

Usage

1
approximate_fs(x, y, k_max = 10)

Arguments

x

The input matrix. Assumed to be the logarithmic transform of positive raw inputs.

y

The real-valued response.

k_max

The largest number of log-ratios to consider.

Value

theta The k_max by k_max upper triangular matrix of coefficient for each log-ratio at each step.

ratios A 2 by k_max grid giving the selected ratios

beta A p by k_max matrix where column j gives the coefficient value after j steps.

intercept The intercept for each model.


stephenbates19/logratiolasso documentation built on May 18, 2019, 4:52 p.m.