bestglm: Best Subset GLM and Regression Utilities

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

AuthorA.I. McLeod, Changjiang Xu and Yuanhao Lai
MaintainerYuanhao Lai <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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bestglm documentation built on March 26, 2020, 7:25 p.m.