EMVSsummary {EMVS} | R Documentation |
EMVSsummary
outputs variable selection indicators of models found together with the log-g-function.
EMVSsummary(result)
result |
List object outputed by the EMVS procedure |
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. |
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
, EMVSplot
, EMVSbest