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.

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
http://www.ipipan.eu/~teisseyrep/SOFTWARE/

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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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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