Matrix interface to best-variable-subset selection in ordinary linear regression.
# S3 method for matrix
lmSelect(formula, y, intercept = TRUE, ...)"matrix"---the model matrix
double[]---the model response
logical[]---if FALSE, remove intercept
term
forwarded to
lmSelect.default()
"lmSelect"---a best-subset regression
This is a utility interface. Use the standard formula interface wherever possible.
lmSelect() for the S3 generic
lmSelect.default() for the
standard formula interface