regRSM: Random Subspace Method (RSM) for Linear Regression

Performs Random Subspace Method (RSM) for high-dimensional linear regression to obtain variable importance measures. The final model is chosen based on validation set or Generalized Information Criterion.

Getting started

Package details

AuthorPawel Teisseyre, Robert A. Klopotek
MaintainerPawel Teisseyre <>
LicenseLGPL-2 | LGPL-3 | GPL-2 | GPL-3
Package repositoryView on CRAN
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regRSM documentation built on May 2, 2019, 7:01 a.m.