EMVSsummary {EMVS}R Documentation

Select the Best Model with EMVS

Description

EMVSsummary outputs variable selection indicators of models found together with the log-g-function.

Usage

EMVSsummary(result)

Arguments

result

List object outputed by the EMVS procedure

Value

log_g_function

The log-g-function computed for all models found along the regularization path

indices

The (L x p) matrix of variable selection indicators after thresholding (1 for selected, 0 for not selected). Each row corresponds to a single v0 value.

Author(s)

Veronika Rockova
Maintainer: Veronika Rockova vrockova@wharton.upenn.edu

References

Rockova, V. and George, E. I. (2014) EMVS: The EM Approach to Bayesian Variable Selection, http://amstat.tandfonline.com/doi/abs/10.1080/01621459.2013.869223?journalCode=uasa20#preview
Journal of the American Statistical Association

See Also

EMVS, EMVSplot, EMVSbest


[Package EMVS version 1.0 Index]