added mallows cp - #42
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mfrasco
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mfrasco
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Thanks so much for your interest in Metrics and for making this contribution! I really appreciate it. I've left a few comments in the PR that I would love your thoughts on. In addition, there are a few outstanding things to complete before the PR can be accepted
- Adding documentation files. (You can generate these with
devtools::document()) - Adding tests (You can delay doing this until we agree on the appropriate function signature).
| #' | ||
| #' \deqn{MSE_\text{sub} + 2p_\text{sub}MSE_\text{full}} | ||
| #' | ||
| #' While the two definitions don't give the same answer, a model with the lowest |
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Since this is true, why does the package need to provide both definitions of the metric?
| #' @param data The data (only necessary whe supplying formulae) | ||
| #' @param alt_definition Whether or not to use the alternate definition for Mallows's Cp | ||
| #' @export | ||
| mallowsCp <- function(full_model, sub_model, data = NULL, alt_definition = FALSE) { |
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I wonder if the arguments to this function should be actual, predicted_full, predicted_sub, p_full, and p_sub, instead of requiring the user to pass in model objects or formulae?
The advantages of this approach are
- It keeps consistent with the rest of the package
- It allows the user to use whatever software they want in order to fit the regression, not necessarily
lm,
The disadvantages of this approach are
- An uglier function signature with more arguments.
What are your thoughts on this decision? Is there a particular reason that you designed the function the way you did?
| #' Cp will have the lowest Cp using both definitions. | ||
| #' | ||
| #' @param full_model Either a \code{formula} or \code{lm} for the OLS model using all predictors. | ||
| #' @param sub_model Either a \code{formula} or \code{lm} for the OLS model with a subset of predictors |
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Did you consider any variable names other than sub? I'm afraid that it won't be obvious to users that sub means subset of columns? What about candidate or subset?
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Added Mallows's Cp metric. Still missing unit tests, although I don't know how useful they would be. Also needs a formula added to the README. I'd be happy to do this, although I don't know how.