stepwise_method_options {WpProj}

Options For Use With the Stepwise Selection Method

Description

Options For Use With the Stepwise Selection Method

Usage

stepwise_method_options(
  force = NULL,
  direction = c("backward", "forward"),
  method = c("binary program", "projection"),
  transport.method = transport_options(),
  OTmaxit = 100,
  epsilon = 0.05,
  model.size = NULL,
  display.progress = FALSE,
  parallel = NULL,
  calc.theta = TRUE,
  ...
)

Arguments

force

Any covariates to force into the model? Should be by column number or NULL if no variables to force into the model.

direction

"forward" or "backward" selection? Default is "backward"

method

Should covariates be selected as an approximate "binary program" or should a projection method be used. Default is the approximate binary program.

transport.method

Method for Wasserstein distance calculation. Should be one the outputs of transport_options()

OTmaxit

The number of iterations to run the Wasserstein distance solvers.

epsilon

A value > 0 for the penalty parameter of if using the Sinkhorn method for optimal transport

model.size

How many coefficients should the maximum final model have?

display.progress

Logical. Should intermediate progress be displayed? TRUE or FALSE. Default is FALSE.

parallel

A cluster backend to be used by foreach::foreach(). See foreach::foreach() for details about how to set them up. The WpProj functions will register the cluster with the doParallel::registerDoParallel() function internally.

calc.theta

Return the linear coefficients? Default is TRUE.

...

Not used

Value

A named list with the above arguments

Examples

stepwise_method_options()