Package: rai 1.0.1
rai: Revisiting-Alpha-Investing for Polynomial Regression
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) <arxiv:1510.06322>.
Authors:
rai_1.0.1.tar.gz
rai_1.0.1.zip(r-4.5)rai_1.0.1.zip(r-4.4)rai_1.0.1.zip(r-4.3)
rai_1.0.1.tgz(r-4.4-any)rai_1.0.1.tgz(r-4.3-any)
rai_1.0.1.tar.gz(r-4.5-noble)rai_1.0.1.tar.gz(r-4.4-noble)
rai_1.0.1.tgz(r-4.4-emscripten)rai_1.0.1.tgz(r-4.3-emscripten)
rai.pdf |rai.html✨
rai/json (API)
NEWS
| # Install 'rai' in R: |
| install.packages('rai', repos = c('https://korydjohnson.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/korydjohnson/rai/issues
Last updated 3 years agofrom:b3eeaf7618. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 25 2024 |
| R-4.5-win | OK | Oct 25 2024 |
| R-4.5-linux | OK | Oct 25 2024 |
| R-4.4-win | OK | Oct 25 2024 |
| R-4.4-mac | OK | Oct 25 2024 |
| R-4.3-win | OK | Oct 25 2024 |
| R-4.3-mac | OK | Oct 25 2024 |
Exports:is.raiplot_ntest_rSplot_ntest_wealthprepareDatarai
Dependencies:bitbit64clicliprcolorspacecpp11crayondplyrfansifarvergenericsggplot2gluegtablehmsisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigprettyunitsprogressR6RColorBrewerreadrrlangscalestibbletidyselecttzdbutf8vctrsviridisLitevroomwithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Internal function to manage multiple experts. | Auction runAuction vif |
| Making Bidder Objects | Bidders gWealthStep makeStepwiseBidder |
| Making Expert Objects | Experts makeExpert makeScavengerExpert makeStepwiseExpert |
| Making Source Objects | Feature-Constructors makeLocalScavenger makeRawSource |
| Summarising RAI Output | plot_ntest_rS plot_ntest_wealth predict.rai ProcessRAI summary.rai |
| Main function for Revisiting Alpha-Investing (RAI) regression. | is.rai prepareData RAI rai |
