lmSubsets: Exact Variable-Subset Selection in Linear Regression

Exact and approximation algorithms for variable-subset selection in ordinary linear regression models. Either compute all submodels with the lowest residual sum of squares, or determine the single-best submodel according to a pre-determined statistical criterion. Hofmann, Gatu, Kontoghiorghes, Colubi, Zeileis (2018, submitted).

Package details

AuthorMarc Hofmann [aut, cre], Cristian Gatu [aut], Erricos J. Kontoghiorghes [aut], Ana Colubi [aut], Achim Zeileis [aut] (<https://orcid.org/0000-0003-0918-3766>), Martin Moene [cph] (for the GSL Lite library), Microsoft Corporation [cph] (for the GSL Lite library), Free Software Foundation, Inc. [cph] (for snippets from the GNU ISO C++ Library)
MaintainerMarc Hofmann <[email protected]>
LicenseGPL (>= 3)
Version0.4
URL https://github.com/marc-hofmann/lmSubsets.R
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lmSubsets")

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lmSubsets documentation built on May 1, 2019, 8:41 p.m.