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.
|Author||Pawel Teisseyre, Robert A. Klopotek|
|Maintainer||Pawel Teisseyre <[email protected]>|
|License||LGPL-2 | LGPL-3 | GPL-2 | GPL-3|
|Package repository||View on CRAN|
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