looprun evaluates simple stopping criteria for the S3VS procedure and returns an indicator of whether one more iteration should be executed.
looprun(varsselected, varsleft, max_nocollect, m, nskip)
Arguments
Character vector with names of predictors selected so far. Only its length is used; NULL is treated as length 0.
- varsleft
Character vector with names of candidate predictors that remain available for selection in future iterations. Only its length is used; NULL is treated as length 0.
- max_nocollect
Integer count of iterations up to now in which no new predictors were selected.
- m
Maximum allowed number of selected predictors (target cap for length(varsselected)).
- nskip
Maximum allowed number of "no-collection" iterations before stopping.
Details
An additional S3VS iteration is recommended iff all three conditions hold:
$$|\texttt{varsselected}| < m,$$
$$|\texttt{varsleft}| > 0,$$
$$\texttt{max\_nocollect} < \texttt{nskip}.$$
Value
1 if another iteration should run, 0 otherwise.
Author
Nilotpal Sanyal <nsanyal@utep.edu>, Padmore N. Prempeh <pprempeh@albany.edu>
Examples
looprun(varsselected = c("x1","x2","x3"),
varsleft = paste0("x", 4:23),
max_nocollect = 0,
m = 10,
nskip = 2)
#> [1] 1