forward.corp {COP} | R Documentation |
This function is for forward selection in COP
forward.corp(x, y, ind, H, signif.in, dd, lambdar)
x |
is a n by p matrix for the covariates |
y |
is a response variable |
ind |
is the subset of variable that has not been selected at previous step |
H |
is the number of slices |
signif.in |
is the threshold to add a variable in the selected subset of variables |
dd |
is the direction |
lambdar |
the critical value based on the reduced model |
Wenxuan Zhong