lmSubsets (version 0.5-2)

lmSelect.matrix: Best-subset regression

Description

Matrix interface to best-variable-subset selection in ordinary linear regression.

Usage

# S3 method for matrix
lmSelect(formula, y, intercept = TRUE, ...)

Arguments

formula

"matrix"---the model matrix

y

double[]---the model response

intercept

logical[]---if FALSE, remove intercept term

...

forwarded to lmSelect.default()

Value

"lmSelect"---a best-subset regression

Details

This is a utility interface. Use the standard formula interface wherever possible.

See Also