getGAMBoostSelected: Identify selected/significant covariates from a GAMBoost object
Description
Extracts the information from a GAMBoost object which covariates have received any update up to a specific boosting step and for which smooth estimates the pointwise confidence bands do not contain the zero line.
boosting step for which the information should be extracted. If none is given, the final boosting step is examined.
Value
smooth
indices of smooth components which received any update up to the given step.
smoothbands
indices of smooth components for which the pointwise confidence bands at the given step do not contain the null line (only available when confidence bands have been fitted; see option se.fit of GAMBoost).
parametric
indices of parametric components which received any update up to the given step.