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 |

**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)

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
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