High-Dimensional Model Selection

Documentation for package ‘modelSelection’ version 1.0.3

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-- A --

aic	Class "msPriorSpec"

-- B --

bbPrior	Priors on model space for variable selection problems
bestAIC	Model with best AIC, BIC, EBIC or other general information criteria (getIC)
bestBIC	Model with best AIC, BIC, EBIC or other general information criteria (getIC)
bestEBIC	Model with best AIC, BIC, EBIC or other general information criteria (getIC)
bestIC	Model with best AIC, BIC, EBIC or other general information criteria (getIC)
bfnormmix	Number of Normal mixture components under Normal-IW and Non-local priors
bic	Class "msPriorSpec"
bicprior	Class "msPriorSpec"
binomPrior	Priors on model space for variable selection problems

-- C --

cil	Treatment effect estimation for linear models via Confounder Importance Learning using non-local priors.
coef.mixturebf	Class "mixturebf"
coefByModel	Class "msfit"
coefByModel-method	Class "msfit"
coefByModel-methods	Class "msfit"

-- D --

dalapl	Density and random draws from the asymmetric Laplace distribution
ddir	Dirichlet density
demom	Non-local prior density, cdf and quantile functions.
demom-method	Non-local prior density, cdf and quantile functions.
demom-methods	Non-local prior density, cdf and quantile functions.
demomigmarg	Non-local prior density, cdf and quantile functions.
dimom	Non-local prior density, cdf and quantile functions.
diwish	Density for Inverse Wishart distribution
dmom	Non-local prior density, cdf and quantile functions.
dmomigmarg	Non-local prior density, cdf and quantile functions.
dpostNIW	Posterior Normal-IWishart density

-- E --

emomprior	Class "msPriorSpec"
eprod	Expectation of a product of powers of Normal or T random variables
exponentialprior	Class "msPriorSpec"

-- G --

-- I --

ic	Class "msPriorSpec"
icarplusprior	Class "msPriorSpec"
icfit	Class "icfit"
icfit-class	Class "icfit"
icfit.coef	Class "icfit"
icfit.predict	Class "icfit"
icfit.summary	Class "icfit"
icov	Extract estimated inverse covariance
igprior	Class "msPriorSpec"
imomprior	Class "msPriorSpec"

-- L --

localnulltest	Local variable selection
localnulltest_fda	Local variable selection
localnulltest_fda_givenknots	Local variable selection
localnulltest_givenknots	Local variable selection

-- M --

marginalLikelihood	Marginal (or integrated) likelihood density of the observed data for an individual model handled by modelSelection (regression, GLM, GAM, accelerated failure time, regression with Normal, two-piece Normal, Laplace or two-piece Laplace residuals
marginalNIW	Marginal likelihood under a multivariate Normal likelihood and a conjugate Normal-inverse Wishart prior.
marginalNIW-method	Marginal likelihood under a multivariate Normal likelihood and a conjugate Normal-inverse Wishart prior.
marginalNIW-methods	Marginal likelihood under a multivariate Normal likelihood and a conjugate Normal-inverse Wishart prior.
mixturebf	Class "mixturebf"
mixturebf-class	Class "mixturebf"
modelbbprior	Class "msPriorSpec"
modelbinomprior	Class "msPriorSpec"
modelcomplexprior	Class "msPriorSpec"
modelsearchBlockDiag	Bayesian variable selection for generalized linear and generalized additive models.
modelSelection	Bayesian variable selection for generalized linear and generalized additive models.
modelSelectionGGM	Bayesian variable selection for linear models via non-local priors.
modelSelection_eBayes	Bayesian variable selection for generalized linear and generalized additive models.
modelunifprior	Class "msPriorSpec"
momprior	Class "msPriorSpec"
msfit	Class "msfit"
msfit-class	Class "msfit"
msfit.coef	Class "msfit"
msfit.plot	Class "msfit"
msfit.predict	Class "msfit"
msfit_ggm	Class "msfit_ggm"
msfit_ggm-class	Class "msfit_ggm"
msfit_ggm.coef	Class "msfit_ggm"
msPriorSpec	Class "msPriorSpec"
msPriorSpec-class	Class "msPriorSpec"

-- N --

Class "msPriorSpec"

-- P --

palapl	Density and random draws from the asymmetric Laplace distribution
pemom	Non-local prior density, cdf and quantile functions.
pemomigmarg	Non-local prior density, cdf and quantile functions.
pimom	Non-local prior density, cdf and quantile functions.
plotprior	Plot estimated marginal prior inclusion probabilities
plotprior-method	Plot estimated marginal prior inclusion probabilities
plotprior-methods	Plot estimated marginal prior inclusion probabilities
pmom	Non-local prior density, cdf and quantile functions.
pmomigmarg	Non-local prior density, cdf and quantile functions.
postProb	Obtain posterior model probabilities
postProb-method	Obtain posterior model probabilities
postProb-methods	Obtain posterior model probabilities
postSamples	Extract posterior samples from an object
postSamples-method	Extract posterior samples from an object
postSamples-methods	Extract posterior samples from an object
priorp2g	Moment and inverse moment prior elicitation

-- Q --

qimom	Non-local prior density, cdf and quantile functions.
qmom	Non-local prior density, cdf and quantile functions.

-- R --

ralapl	Density and random draws from the asymmetric Laplace distribution
rnlp	Posterior sampling for regression parameters
rnlp-method	Posterior sampling for regression parameters
rnlp-methods	Posterior sampling for regression parameters
rpostNIW	Posterior Normal-IWishart density

-- S --

-- U --

Priors on model space for variable selection problems

-- Z --

Class "msPriorSpec"