lmSubsets (version 0.5-2)

lmSubsets-package: Package lmSubsets

Description

Variable-subset selection in ordinary linear regression.

References

Hofmann M, Gatu C, Kontoghiorghes EJ, Colubi A, Zeileis A (2020). lmSubsets: Exact variable-subset selection in linear regression for R. Journal of Statistical Software, 93, 1--21. 10.18637/jss.v093.i03.

Hofmann M, Gatu C, Kontoghiorghes EJ (2007). Efficient algorithms for computing the best subset regression models for large-scale problems. Computational Statistics \& Data Analysis, 52, 16--29. 10.1016/j.csda.2007.03.017.

Gatu C, Kontoghiorghes EJ (2006). Branch-and-bound algorithms for computing the best subset regression models. Journal of Computational and Graphical Statistics, 15, 139--156. 10.1198/106186006x100290.

See Also

Home page: https://github.com/marc-hofmann/lmSubsets.R