bestSubsetSearch: Evaluate information criteria for best subset selection

In GabrielHoffman/mvBIC: Multivariate Information Criteria to identify important predictors in high dimensional multivariate regression

Evaluate information criteria for best subset selection

Description

Evaluate information criteria for best subset selection

Usage

bestSubsetSearch(Y, data, variables, maxk = 5)

Arguments

Y	response matrix with responses ad columns and samples as rows
data	data.frame with columns corresponding to formula
variables	array of variable names to be considered in the regression. Random effects are not allowed
maxk	evaluate all combinations of variables up to size maxk

GabrielHoffman/mvBIC documentation built on Sept. 5, 2022, 1:57 a.m.