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A modified implementation of stepwise regression that greedily searches the space of interactions among features in order to build polynomial regression models. Furthermore, the hypothesis tests conducted are valid-post model selection due to the use of a revisiting procedure that implements an alpha-investing rule. As a result, the set of rejected sequential hypotheses is proven to control the marginal false discover rate. When not searching for polynomials, the package provides a statistically valid algorithm to run and terminate stepwise regression. For more information, see Johnson, Stine, and Foster (2019) <doi:10.48550/arXiv.1510.06322>.
| Version: | 1.0.0 |
| Imports: | stats, dplyr, ggplot2, readr, rlang |
| Suggests: | testthat |
| Published: | 2019-07-02 |
| DOI: | 10.32614/CRAN.package.rai |
| Author: | Kory D. Johnson [aut, cre], Robert A. Stine [aut] |
| Maintainer: | Kory D. Johnson <korydjohnson at gmail.com> |
| BugReports: | https://github.com/korydjohnson/rai/issues |
| License: | GPL-3 |
| URL: | https://github.com/korydjohnson/rai |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | rai results |
| Reference manual: | rai.pdf |
| Package source: | rai_1.0.0.tar.gz |
| Windows binaries: | r-devel: rai_1.0.0.zip, r-release: rai_1.0.0.zip, r-oldrel: rai_1.0.0.zip |
| macOS binaries: | r-release (arm64): rai_1.0.0.tgz, r-oldrel (arm64): rai_1.0.0.tgz, r-release (x86_64): rai_1.0.0.tgz, r-oldrel (x86_64): rai_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
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