fast_forward {bigstep} | R Documentation |
Add variables to a model as long as they reduce the given criterion.
Variables are searched according to candidates
and every one which
reduces the criterion is added (not necessarily the best one).
fast_forward(data, crit = bic, ..., maxf = 70)
data |
an object of class |
crit |
a function defining the model selection criterion. You can use
your own function or one of these: |
... |
optional arguments to |
maxf |
a numeric, a maximal number of variables in the final model. |
Type browseVignettes("bigstep")
for more details.
An object of class big
.
set.seed(1)
n <- 30
p <- 10
X <- matrix(rnorm(n * p), ncol = p)
y <- X[, 2] + 2*X[, 3] - X[, 6] + rnorm(n)
d <- prepare_data(y, X)
fast_forward(d)