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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>.

Versions across snapshots

VersionRepositoryFileSize
1.0.0 rolling linux/jammy R-4.5 rai_1.0.0.tar.gz 81.0 KiB
1.0.0 rolling linux/noble R-4.5 rai_1.0.0.tar.gz 81.0 KiB
1.0.0 rolling source/ R- rai_1.0.0.tar.gz 44.1 KiB
1.0.0 latest linux/jammy R-4.5 rai_1.0.0.tar.gz 81.0 KiB
1.0.0 latest linux/noble R-4.5 rai_1.0.0.tar.gz 81.0 KiB
1.0.0 latest source/ R- rai_1.0.0.tar.gz 44.1 KiB
1.0.0 2026-04-26 source/ R- rai_1.0.0.tar.gz 44.1 KiB
1.0.0 2026-04-23 source/ R- rai_1.0.0.tar.gz 44.1 KiB
1.0.0 2026-04-09 windows/windows R-4.5 rai_1.0.0.zip 120.8 KiB
1.0.0 2025-04-20 source/ R- rai_1.0.0.tar.gz 44.1 KiB

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