fs {knockoff} | R Documentation |
Forward selection
Description
Perform forward variable selection with or without OMP
Usage
fs(X, y, omp = FALSE)
Arguments
X |
matrix of predictors |
y |
response vector |
omp |
whether to use orthogonal matching pursuit (OMP) |
Value
vector with jth component the variable added at step j
[Package knockoff version 0.3.6 Index]