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lmSubsets (version 0.5-1)

Exact Variable-Subset Selection in Linear Regression

Description

Exact and approximation algorithms for variable-subset selection in ordinary linear regression models. Either compute all submodels with the lowest residual sum of squares, or determine the single-best submodel according to a pre-determined statistical criterion. Hofmann et al. (2020) <10.18637/jss.v093.i03>.

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Install

install.packages('lmSubsets')

Monthly Downloads

230

Version

0.5-1

License

GPL (>= 3)

Issues

0

Pull Requests

0

Stars

4

Forks

4

Maintainer

Marc Hofmann

Last Published

May 23rd, 2020

Functions in lmSubsets (0.5-1)

methods

Methods for 'lmSubsets' and 'lmSelect' Objects
image

Variable Selection Heatmaps
refit

Refitting Models
AirPollution

Air Pollution and Mortality
lmSubsets

All-Subsets Regression
lmSelect

Best-Subset Regression
IbkTemperature

Temperature Observations and Numerical Weather Predictions for Innsbruck