stepwise_method_options: Options For Use With the Stepwise Selection Method

Description

Options For Use With the Stepwise Selection Method

Usage

stepwise_method_options(
  force = NULL,
  direction = c("backward", "forward"),
  method = c("binary program", "projection"),
  transport.method = transport_options(),
  OTmaxit = 100,
  epsilon = 0.05,
  model.size = NULL,
  display.progress = FALSE,
  parallel = NULL,
  calc.theta = TRUE,
  ...
)

Value

A named list with the above arguments

Arguments

force: Any covariates to force into the model? Should be by column number or NULL if no variables to force into the model.
direction: "forward" or "backward" selection? Default is "backward"
method: Should covariates be selected as an approximate "binary program" or should a projection method be used. Default is the approximate binary program.
transport.method: Method for Wasserstein distance calculation. Should be one the outputs of transport_options()
OTmaxit: The number of iterations to run the Wasserstein distance solvers.
epsilon: A value > 0 for the penalty parameter of if using the Sinkhorn method for optimal transport
model.size: How many coefficients should the maximum final model have?
display.progress: Logical. Should intermediate progress be displayed? TRUE or FALSE. Default is FALSE.
parallel: A cluster backend to be used by foreach::foreach(). See foreach::foreach() for details about how to set them up. The WpProj functions will register the cluster with the doParallel::registerDoParallel() function internally.
calc.theta: Return the linear coefficients? Default is TRUE.
...: Not used

Examples

Run this code

stepwise_method_options()

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