EMVSsummary
outputs variable selection indicators of models found together with the log-g-function.
EMVSsummary(result)
List object outputed by the EMVS procedure
The log-g-function computed for all models found along the regularization path
The (L x p) matrix of variable selection indicators after thresholding (1 for selected, 0 for not selected). Each row corresponds to a single v0 value.
Rockova, V. and George, E. I. (2014) EMVS: The EM Approach to Bayesian Variable Selection. Journal of the American Statistical Association
EMVS
, EMVSplot
, EMVSbest