EMVSbest {EMVS} | R Documentation |
EMVSbest
outputs indices of the variables included in the model with the highest posterior probability found.
EMVSbest(result)
result |
List object outputed by the EMVS procedure |
log_g_function |
The highest log-g-function found along the regularization path |
indices |
The indices of the variables included in the best model found |
Veronika Rockova
Maintainer: Veronika Rockova vrockova@wharton.upenn.edu
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
EMVS
, EMVSsummary
, EMVSplot