forward {bigstep}

R Documentation

Forward step

Description

Add the best variable to a model according to the given criterion.

Usage

forward(data, crit = mbic, ...)

Arguments

data	an object of class big.
crit	a function defining the model selection criterion. You can use your own function or one of these: bic, mbic, mbic2, aic, maic, maic2.
...	optional arguments to crit.

Details

Type browseVignettes("bigstep") for more details.

Value

An object of class big.

Examples

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)
forward(d, crit = bic)
d %>%
  forward() %>%
  forward() %>%
  forward()

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