sisal: Sequential Input Selection Algorithm
Version 0.46

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.

Package details

AuthorMikko Korpela [aut, cre]
Date of publication2015-10-10 15:45:32
MaintainerMikko Korpela <mvkorpel@iki.fi>
LicenseGPL (>= 2)
Version0.46
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sisal")

Try the sisal package in your browser

Any scripts or data that you put into this service are public.

sisal documentation built on May 29, 2017, 9:09 a.m.