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


Author  Pawel Teisseyre, Robert A. Klopotek 
Maintainer  Pawel Teisseyre <teisseyrep@ipipan.waw.pl> 
License  LGPL2  LGPL3  GPL2  GPL3 
Version  0.5 
URL  http://www.ipipan.eu/~teisseyrep/SOFTWARE/ 
Package repository  View on CRAN 
Installation 
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