Description Usage Arguments Value
Fits the approximate forward stepwise procedure.
1 | approximate_fs(x, y, k_max = 10)
|
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. |
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.
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