getBestModel

list of models fitted by <code><a rd-options="" href="/link/constrSelEst?package=BMSC&version=0.2.1" data-mini-rdoc="BMSC::constrSelEst">constrSelEst</a></code> function

models

numeric: How much standard errors in leave-one-out
prediction performance can the sparse model be worse than the best model

thresholdSE

boolean: Plot models in leave-one-out evaluation plot TRUE/FALSE

plotModels

Get Best Model after Models Selection

A Bayesian regression package supporting constrained coefficient estimation and
variable selection using Stan. This includes a robust variable selection
algorithm by a horseshoe prior (<doi:10.1093/biomet/asq017>) that finds the optimal model considering main effects,
interactions as well as powers of given variables under potential parameter constraints.

Marcus Gross

BMSC

Bayesian Model Selection under Constraints

Marcus Gro<c3><9f>

Ricardo Fernandes

Mira Celine Klein

getBestModel function

list of models fitted by <code><a rd-options='' href='constrSelEst'>constrSelEst</a></code> function

getBestModel: Get Best Model after Models Selection

Description

Usage

Arguments

Value