getBestModelVars: Get variable names of the best model with nvar variables, or defined by lowest MSE, AIC, BIC or knee-point.
Description
Returns a vector of variable names for the best model, as defined by either the AIC, BIC, or knee-point, or alternatively the best for a given number of variables.
Number of variables for the best model. Only used if method is NULL or MSE.
data
The used data set.
method
The desired metric for defining the best model. If nvar is omitted, method must be named.
Value
Returns a character vector of the variable names of the best model.
Details
The methods AIC, BIC and knee look at the whole set of tried models, whereas NULL means that the function looks for the best model with $nvar$ variables and the lowest mean square error.
# NOT RUN {data(sampleData)
mod<-mogavs(y~.,data=sampleData,maxGenerations=20)
getBestModelVars(mod,nvars=15,sampleData,NULL)
getBestModelVars(mod,nvars=0,data=sampleData,method="BIC")
# }