subselect matrix (kmax*nbest)x(ncol(ind)) with the sets of chosen linear models, ordered
in function of the adjusted coefficient of determination (R2adj);
R2adj the ordered adjusted coefficient of determination;
Arguments
x
object of class bestlm, output of function bestlm
object
object of class bestlm, output of function bestlm
dip
vector n x 1 of dependent variable to be predicted
ind
matrix n x K of the K independent variables (candidate predictors)
kmax
maximum size (number of regressors) to report
nbest
number of subsets of each size to report
...
other arguments
Details
This function has been obtained using the function leaps of the R package leaps.
It is based on the Alan Miller's FORTRAN routines.
Warning:
the function will stop with an error if ind is not of full rank or if it has more than 31 columns.