regRSM: Random Subspace Method (RSM) for Linear Regression
Version 0.5

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
Date of publication2015-09-11 16:38:15
MaintainerPawel Teisseyre <teisseyrep@ipipan.waw.pl>
LicenseLGPL-2 | LGPL-3 | GPL-2 | GPL-3
Version0.5
URL http://www.ipipan.eu/~teisseyrep/SOFTWARE/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("regRSM")

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regRSM documentation built on May 29, 2017, 8:48 p.m.