rai

Revisiting-Alpha-Investing for Polynomial Regression

CRAN Package

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.

  • Version1.0.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release07/02/2019

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  • Imports4 packages
  • Suggests1 package