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regRSM (version 0.3)

Random Subspace Method (RSM) for linear regression.

Description

Performs Random Subspace Method (RSM) for high-dimensional linear regression to obtain variable importance measures. The final model is chosen based on validation set or Generalized Information Criterion.

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Install

install.packages('regRSM')

Monthly Downloads

133

Version

0.3

License

LGPL-2 | LGPL-3 | GPL-2 | GPL-3

Maintainer

Last Published

February 19th, 2014

Functions in regRSM (0.3)