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mcb
View on CRAN: Click
here
Download and install mcb package within the R console
Install from CRAN:
install.packages("mcb")
Install from Github:
library("remotes")
install_github("cran/mcb")
Install by package version:
library("remotes")
install_version("mcb", "0.1.15")
Attach the package and use:
library("mcb")
Maintained by
Heming Deng
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-02
Latest Update: 2020-06-05
Description:
When choosing proper variable selection methods, it is important to consider the uncertainty of a certain method. The model confidence bound for variable selection identifies two nested models (upper and lower confidence bound models) containing the true model at a given confidence level. A good variable selection method is the one of which the model confidence bound under a certain confidence level has the shortest width. When visualizing the variability of model selection and comparing different model selection procedures, model uncertainty curve is a good graphical tool. A good variable selection method is the one of whose model uncertainty curve will tend to arch towards the upper left corner. This function aims to obtain the model confidence bound and draw the model uncertainty curve of certain single model selection method under a coverage rate equal or little higher than user-given confidential level. About what model confidence bound is and how it work please see Li,Y., Luo,Y., Ferrari,D., Hu,X. and Qin,Y. (2019) Model Confidence Bounds for Variable Selection. Biometrics, 75:392-403. . Besides, 'flare' is needed only you apply the SQRT or LAD method ('mcb' totally has 8 methods). Although 'flare' has been archived by CRAN, you can still get it in and the latest version is useful for 'mcb'.
How to cite:
Heming Deng (2020). mcb: Model Confidence Bounds. R package version 0.1.15, https://cran.r-project.org/web/packages/mcb
Previous versions and publish date:
0.1.9 (2020-05-02 19:20)
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Some associated functions: diabetes . mcb.compare . mcb .
Some associated R codes: mcb.R . Full mcb package functions and examples
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