gaselect (version 1.0.23)

evaluatorLM: LM Evaluator

Description

Create an evaluator that uses a linear model to evaluate the fitness.

Usage

evaluatorLM(
  statistic = c("BIC", "AIC", "adjusted.r.squared", "r.squared"),
  numThreads = NULL
)

Value

Returns an S4 object of type GenAlgLMEvaluator

Arguments

statistic

The statistic used to evaluate the fitness

numThreads

The maximum number of threads the algorithm is allowed to spawn (a value less than 1 or NULL means no threads)

Details

Different statistics to evaluate the fitness of the variable subset can be given. If a maximum absolute correlation is given the algorithm will be very slow (as the C++ implementation can not be used anymore) and multithreading is not available.

See Also

Other GenAlg Evaluators: evaluatorFit(), evaluatorPLS(), evaluatorUserFunction()

Examples

ctrl <- genAlgControl(populationSize = 200, numGenerations = 30, minVariables = 5,
    maxVariables = 12, verbosity = 1)
evaluator <- evaluatorLM(statistic = "BIC", numThreads = 1)

# Generate demo-data
set.seed(12345)
X <- matrix(rnorm(10000, sd = 1:5), ncol = 50, byrow = TRUE)
y <- drop(-1.2 + rowSums(X[, seq(1, 43, length = 8)]) + rnorm(nrow(X), 1.5));

result <- genAlg(y, X, control = ctrl, evaluator = evaluator, seed = 123)

subsets(result, 1:5)