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EMVS (version 1.2.1)

EMVSbest: Select the Best Model with EMVS

Description

EMVSbest outputs indices of the variables included in the model with the highest posterior probability found.

Usage

EMVSbest(result)

Arguments

result

List object outputed by the EMVS procedure

Value

log_g_function

The highest log-g-function found along the regularization path

indices

The indices of the variables included in the best model found

References

Rockova, V. and George, E. I. (2014) EMVS: The EM Approach to Bayesian Variable Selection. Journal of the American Statistical Association

See Also

EMVS, EMVSsummary, EMVSplot