fasb {gausscov}

Calculates all subsets where each included covariate is significant.

Description

The subset are ordered according to the sum of squared residuals. Subsets can be decoded with decode.R.

Usage

fasb(y,x,p0=0.01,ind=0,inr=T,xinr=F,qq=-1)

Arguments

y

The dependent variable

x

The covariates

p0

Cut-off p-value for significance

ind

The indices of a subset of covariates for which all subsets are to be considered

inr

If TRUE to include intercept

xinr

If TRUE intercept already included

qq

The number of covariates from which to choose. Equals number of covariates minus length of ind if qq=-1.

Value

nv Coded List of subsets with number of covariates and sum of squared residuals

Examples

data(redwine)
nvv<-fasb(redwine[,12],redwine[,1:11])