--- a +++ b/man/projsel.Rd @@ -0,0 +1,50 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/projection.R +\name{projsel} +\alias{projsel} +\title{Forward selection minimizing KL-divergence in projection} +\usage{ +projsel(obj, max.iters = 30, start.from = NULL, out.csv = NULL) +} +\arguments{ +\item{obj}{Object of class \code{hsstan}.} + +\item{max.iters}{Maximum number of iterations (number of predictors selected) +after which the selection procedure should stop.} + +\item{start.from}{Vector of variable names to be used in the starting +submodel. If \code{NULL} (default), selection starts from the set of +unpenalized covariates if the model contains penalized predictors, +otherwise selection starts from the intercept-only model.} + +\item{out.csv}{If not \code{NULL}, the name of a CSV file to save the +output to.} +} +\value{ +A data frame of class \code{projsel} where each row corresponds to a +forward-selected submodel that contains all variables listed up to that row. +Attribute \code{start.from} reports the predictors in the initial model. +The data frame contains the following columns: +\item{var}{names of the variables selected.} +\item{kl}{KL-divergence from the full model to the submodel.} +\item{rel.kl.null}{relative explanatory power of predictors starting from the +intercept-only model.} +\item{rel.kl}{relative explanatory power of predictors starting from the +initial submodel.} +\item{elpd}{the expected log predictive density of the submodels.} +\item{delta.elpd}{the difference in elpd from the full model.} +} +\description{ +Forward selection minimizing KL-divergence in projection +} +\examples{ +\donttest{ +\dontshow{utils::example("hsstan", echo=FALSE)} +\dontshow{oldopts <- options(mc.cores=2)} +# continued from ?hsstan +sel <- projsel(hs.biom, max.iters=3) +plot(sel) +\dontshow{options(oldopts)} +} + +}