EMVSbest
outputs indices of the variables included in the model with the highest posterior probability found.
EMVSbest(result)
List object outputed by the EMVS procedure
The highest log-g-function found along the regularization path
The indices of the variables included in the best model found
Rockova, V. and George, E. I. (2014) EMVS: The EM Approach to Bayesian Variable Selection. Journal of the American Statistical Association
EMVS
, EMVSsummary
, EMVSplot