sisal: Sequential Input Selection Algorithm

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Implements the SISAL algorithm by Tikka and Hollmén. It is a sequential backward selection algorithm which uses a linear model in a cross-validation setting. Starting from the full model, one variable at a time is removed based on the regression coefficients. From this set of models, a parsimonious (sparse) model is found by choosing the model with the smallest number of variables among those models where the validation error is smaller than a threshold. Also implements extensions which explore larger parts of the search space and/or use ridge regression instead of ordinary least squares.

Author
Mikko Korpela [aut, cre]
Date of publication
2015-10-10 15:45:32
Maintainer
Mikko Korpela <mvkorpel@iki.fi>
License
GPL (>= 2)
Version
0.46

View on CRAN

Man pages

bootMSE
Bootstrap Estimate of Mean Squared Error Using SISAL Object
dynTextGrob
Create Text with Changing Size
laggedData
Create Input Matrix and Output Vector for Time Series...
plotSelected.sisal
Plotting Sets of Inputs Produced by Sequential Input...
plot.sisal
Plotting Sequential Input Selection Results
print.sisal
Printing Sequential Input Selection Objects
sisal
Sequential Input Selection Algorithm (SISAL)
sisalData
Download External Datasets for SISAL
sisal-package
sisal: Sequential input selection algorithm
sisalTable
Draw Table with Equally Sized Cells
summary.sisal
Summarizing Sequential Input Selection Results
testSisal
Testing the Sequential Input Selection Algorithm
toy.learn
Toy Data for SISAL (Learning Set)
toy.test
Toy Data for SISAL (Test Set)
tsToy.learn
Toy Time Series Data for SISAL (Learning Set)
tsToy.test
Toy Time Series Data for SISAL (Test Set)

Files in this package

sisal
sisal/po
sisal/po/R-sisal.pot
sisal/inst
sisal/inst/CITATION
sisal/inst/toyDataSrc
sisal/inst/toyDataSrc/sisalToy.R
sisal/inst/toyDataSrc/sisalToyTs.R
sisal/tests
sisal/tests/testthat.R
sisal/tests/testthat
sisal/tests/testthat/test-sisal.R
sisal/NAMESPACE
sisal/data
sisal/data/sisalToy.rda
sisal/data/sisalToyTs.rda
sisal/R
sisal/R/stripePolygon.R
sisal/R/plot.sisal.R
sisal/R/helpers.R
sisal/R/sisalData.R
sisal/R/testSisal.R
sisal/R/sisalTable.R
sisal/R/dynTextGrob.R
sisal/R/laggedData.R
sisal/R/bootMSE.R
sisal/R/plotSelected.R
sisal/R/sisal.R
sisal/MD5
sisal/DESCRIPTION
sisal/man
sisal/man/sisalTable.Rd
sisal/man/laggedData.Rd
sisal/man/testSisal.Rd
sisal/man/sisalData.Rd
sisal/man/dynTextGrob.Rd
sisal/man/tsToy.test.Rd
sisal/man/toy.learn.Rd
sisal/man/print.sisal.Rd
sisal/man/plotSelected.sisal.Rd
sisal/man/sisal-package.Rd
sisal/man/plot.sisal.Rd
sisal/man/tsToy.learn.Rd
sisal/man/bootMSE.Rd
sisal/man/sisal.Rd
sisal/man/toy.test.Rd
sisal/man/summary.sisal.Rd