bss: Implement best subset selection via Mixed Integer...
In zhan-gao/LasForecast: Time series linear predictive regression
bss R Documentation
Implement best subset selection via Mixed Integer Optimization (MIO)
for given k
Description
Implement best subset selection via Mixed Integer Optimization (MIO)
for given k
Usage
bss(
y,
X,
k,
intercept = TRUE,
b0 = NULL,
tau = 2,
tol = 1e-04,
MaxIter = 10000,
polish = TRUE,
time.limit = 1200
)
zhan-gao/LasForecast documentation built on Sept. 18, 2024, 9:40 p.m.
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| bss | R Documentation |
Implement best subset selection via Mixed Integer Optimization (MIO) for given k
Description
Implement best subset selection via Mixed Integer Optimization (MIO) for given k
Usage
bss(
y,
X,
k,
intercept = TRUE,
b0 = NULL,
tau = 2,
tol = 1e-04,
MaxIter = 10000,
polish = TRUE,
time.limit = 1200
)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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