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regRSM (version 0.5)

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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Version

Install

install.packages('regRSM')

Monthly Downloads

110

Version

0.5

License

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

Maintainer

Pawel Teisseyre

Last Published

September 11th, 2015

Functions in regRSM (0.5)

plot.regRSM

Plot from 'regRSM' object.
predict.regRSM

Predictions from a 'regRSM' object.
regRSM

Random Subspace Method (RSM) for linear regression.
ImpPlot.regRSM

Variable importance plot from 'regRSM' object.