PolrVS {tramvs}

Optimal subset selection in a Polr-type transformation model

Description

Optimal subset selection in a Polr-type transformation model

Usage

PolrVS(
  formula,
  data,
  supp_max = NULL,
  k_max = NULL,
  thresh = NULL,
  init = TRUE,
  m_max = 10,
  ...
)

Arguments

formula

object of class "formula".

data

data frame containing the variables in the model.

supp_max

maximum support which to call abess_tram with.

k_max

maximum support size to consider during the splicing algorithm. Defaults to supp.

thresh

threshold when to stop splicing. Defaults to 0.01 * supp * p * log(log(n)) / n$, where p denotes the number of predictors and n the sample size.

init

initialize active set. Defaults to TRUE and initializes the active set with those covariates that are most correlated with score residuals of an unconditional modFUN(update(formula, . ~ 1)).

m_max

maximum number of iterating the splicing algorithm.

...

Additional arguments supplied to Polr

Value

See tramvs