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EMVS (version 1.2.1)

EMVSsummary: Select the Best Model with EMVS

Description

EMVSsummary outputs variable selection indicators of models found together with the log-g-function.

Usage

EMVSsummary(result)

Arguments

result

List object outputed by the EMVS procedure

Value

log_g_function

The log-g-function computed for all models found along the regularization path

indices

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.

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, EMVSplot, EMVSbest