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) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("rai")

1.0.0 by Kory D. Johnson, 15 days ago


https://github.com/korydjohnson/rai


Report a bug at https://github.com/korydjohnson/rai/issues


Browse source code at https://github.com/cran/rai


Authors: Kory D. Johnson [aut, cre] , Robert A. Stine [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports stats, dplyr, ggplot2, readr, rlang

Suggests testthat


See at CRAN