PsN style stepwise covariate method

Source: R/psn_style_scm.R

[Experimental]

Intent is not to replicate PsN SCM. This is mainly here for illustrative and comparison purposes. Should replicate the model selection in PsN's SCM functionality with greedy setting.

psn_style_scm(base, run_in, dtest, alpha_forward = 0.05, alpha_backward = 0.01)

Arguments

base

An nm object (base model).

run_in

A directory to run in.

dtest

Output of test_relations().

alpha_forward

Numeric (default = 0.05). Alpha level for forward inclusion.

alpha_backward

Numeric (default = 0.01). Alpha level for backward deletion.

Value

The nm object of the selected model.