Bidders {rai}

Making Bidder Objects

Description

These functions create objects that manage alpha-wealth. There is only one stepwise "bidder" that manages the global wealth (gWealth) but it can have multiple "offspring" when searching for polynomials. The outer rai function creates one gWealthStep object and one stepwise bidder at the beginning. The stepwise bidder makes a local modification to gWealth, though bidAccepted/bidRejected still call gWealth. More stepwise bidders are created as "scavengers" tied to the global wealth. Defaults are not set because these are internal functions called by rai and runAuction and all arguments are required.

Usage

gWealthStep(wealth, alg, r, TSS, p, reuse, rmse, df)

makeStepwiseBidder(gWealth)

Arguments

wealth

starting alpha-wealth.

alg

algorithm can be one of "rai", "raiPlus", or "RH" (Revisiting Holm).

r

RAI rejects tests which increase R^2 by a factor r^s, where s is the epoch.

TSS

total sum of squares of the response.

p

number of covariates (only used when alg == "RH").

reuse

logical. Should repeated tests of the same covariate be considered a test of the same hypothesis?

rmse

initial (or independent) estimate of residual standard error

df

degrees of freedom of rmse.

gWealth

a global wealth object; output of gWealthStep.

Value

A closure containing a list of functions.