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