choose.next {hsstan} | R Documentation |
Return the index of the variable that should be added to the current model according to the smallest KL-divergence (linear regression) or the largest score test (logistic regression).
choose.next(x, sigma2, fit, fitp, chosen, is.logistic)
x |
Design matrix. |
sigma2 |
Residual variance (1 for logistic regression). |
fit |
Matrix of fitted values for the full model. |
fitp |
Matrix of fitted values for the projected model. |
chosen |
Vector of indices of the columns of |
is.logistic |
Set to |