fstepwise {gausscov}R Documentation

Stepwise selection of covariates

Description

Stepwise selection of covariates

Usage

fstepwise(y, x, alpha, nu = 1, kmax = 0, kexk = 0,
  intercept = TRUE, chkintercept = FALSE, misclass = FALSE)

Arguments

y

Dependent variable

x

Covariates

alpha

The P-value cut-off

nu

The order statistic of Gaussian covariates used for comparison

kmax

The maximum number of included covariates

kexk

The excluded covariates

intercept

Logical to include intercept

chkintercept

Logical to include or exclude intercept dependent on the P-value

misclass

Logical The number of misclassifications if appropriate, eg for binary y

Value

pv The selected covariates in order together with P-values, sum of squared residuals and if appropriate number of misclassifications.

Examples

data(leukemiax)
data(leukemiay)
fstepwise(ly.original,lx.original,0.01,misclass=TRUE)

[Package gausscov version 0.0.2 Index]