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Best subset glm using information criteria or cross-validation, carried by using 'leaps' algorithm (Furnival and Wilson, 1974) <doi:10.2307/1267601> or complete enumeration (Morgan and Tatar, 1972) <doi:10.1080/00401706.1972.10488918>. Implements PCR and PLS using AIC/BIC. Implements one-standard deviation rule for use with the 'caret' package.
Package details |
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Author | A.I. McLeod, Changjiang Xu and Yuanhao Lai |
Maintainer | Yuanhao Lai <ylai72@uwo.ca> |
License | GPL (>= 2) |
Version | 0.37.3 |
Package repository | View on CRAN |
Installation |
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