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.

Author
Pawel Teisseyre, Robert A. Klopotek
Date of publication
2015-09-11 16:38:15
Maintainer
Pawel Teisseyre <teisseyrep@ipipan.waw.pl>
License
LGPL-2 | LGPL-3 | GPL-2 | GPL-3
Version
0.5
URLs

View on CRAN

Man pages

ImpPlot.regRSM
Variable importance plot from 'regRSM' object.
plot.regRSM
Plot from 'regRSM' object.
predict.regRSM
Predictions from a 'regRSM' object.
regRSM
Random Subspace Method (RSM) for linear regression.

Files in this package

regRSM
regRSM/NAMESPACE
regRSM/R
regRSM/R/regRSM.r
regRSM/R/parallelRSM.R
regRSM/MD5
regRSM/DESCRIPTION
regRSM/man
regRSM/man/roc.regRSM.rd
regRSM/man/regRSM.Rd
regRSM/man/plot.regRSM.Rd
regRSM/man/ImpPlot.regRSM.Rd
regRSM/man/print.regRSM.rd
regRSM/man/validate.regRSM.rd
regRSM/man/predict.regRSM.Rd
regRSM/man/summary.regRSM.rd