BestModelSubset.ModelSelection
— TypeModelSelection(algorithm::AbstractString, param1::AbstractString, param2::AbstractString)
Returns a ModelSelection object
ModelSelection(algorithm::Union{Function,Nothing}
deviance::Union{Function,Real,Nothing}
r2::Union{Function,Real,Nothing}
adjr2::Union{Function,Real,Nothing}
aic::Union{Function,Real,Nothing}
bic::Union{Function,Real,Nothing}
param1::Union{Function,Real,Nothing}
param2::Union{Function,Real,Nothing})
For example:
ModelSelection("bess", "r2", "adjr2") returns
ModelSelection(BestModelSubset.best_subset, nothing, StatsAPI.r2, StatsAPI.adjr2,
nothing, nothing, StatsAPI.r2, StatsAPI.adjr2)
ModelSelection("forward","deviance","aic")
ModelSelection(BestModelSubset.forward_stepwise, StatsAPI.deviance, nothing, nothing,
StatsAPI.aic, nothing, StatsAPI.deviance, StatsAPI.aic)
BestModelSubset.backward_stepwise
— Methodbackward_stepwise(obj::ModelSelection, df::DataFrame) -> Vector{Vector{T}}
Executes the backward step-wise selection algorithm.
BestModelSubset.backward_stepwise
— Methodbackward_stepwise(obj::ModelSelection, df::DataFrame) -> Vector{Vector{T}}
Executes the backward step-wise selection algorithm.
BestModelSubset.best_subset
— Methodbest_subset(obj::ModelSelection, df::AbstractMatrix{<:Real}) -> Vector{Vector{T}}
Executes the best subset selection algorithm.
BestModelSubset.best_subset
— Methodbest_subset(obj::ModelSelection, df::DataFrame) -> Vector{Vector{T}}
Executes the best subset selection algorithm.
BestModelSubset.fit!
— Methodfit!(obj::ModelSelection, data::Union{DataFrame,AbstractMatrix{<:Real}}) -> Vector{Vector{T}}
Fit the data to the ModelSelection object.
BestModelSubset.forward_stepwise
— Methodforward_stepwise(obj::ModelSelection, df::AbstractMatrix{<:Real}) -> Vector{Vector{T}}
Executes the forward step-wise selection algorithm.
BestModelSubset.forward_stepwise
— Methodforward_stepwise(obj::ModelSelection, df::DataFrame) -> Vector{Vector{T}}
Executes the forward step-wise selection algorithm.