glmfence

an object of class <code><a rd-options="stats" href="/link/glm?package=mplot&version=1.0.6&to=stats" data-mini-rdoc="stats::glm">glm</a></code>
specifying the full model.

the boundary of the fence, typically found
through bootstrapping.

cstar

the maximum number of variables that will be
be considered in the model.

nvmax

logical. If <code>TRUE</code> the boundary of the fence is
given by cstar. Otherwise, it the original (non-adaptive) fence
is performed where the boundary is cstar*hat(sigma)_M,tildeM.

adaptive

logical. If <code>TRUE</code> the function prints out its
progress as it iterates up through the dimensions.

trace

further arguments (currently unused)

This function implements the fence procedure to
find the best generalised linear model.

internal

Model stability and variable inclusion plots [Mueller and Welsh
(2010, <doi:10.1111/j.1751-5823.2010.00108.x>); Murray, Heritier and Mueller
(2013, <doi:10.1002/sim.5855>)] as well as the adaptive fence [Jiang et al.
(2008, <doi:10.1214/07-AOS517>); Jiang et al.
(2009, <doi:10.1016/j.spl.2008.10.014>)] for linear and generalised linear models.

Garth Tarr

mplot

Graphical Model Stability and Variable Selection Procedures

Samuel Mueller

Alan H Welsh

glmfence function

an object of class <code><a rd-options='stats' href='glm'>glm</a></code>
specifying the full model.

glmfence: The fence procedure for generalised linear models

Description

Usage

Arguments

References

See Also