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regsel (version 0.2)

Variable Selection and Regression

Description

Functions for fitting linear and generalized linear models with variable selection. The functions can automatically do Stepwise Regression, Lasso or Elastic Net as variable selection methods. Lasso and Elastic net are improved and handle factors better (they can either include or exclude all factor levels).

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Version

Install

install.packages('regsel')

Monthly Downloads

4

Version

0.2

License

GPL-2

Maintainer

Michal Knut

Last Published

March 9th, 2016

Functions in regsel (0.2)

concrete

concrete dataset
plot.lmsel

Plot lmsel objects
summary.glmsel

Summary of glmsel objects
lmsel

Linear regression with variable selection
prostate

prostate dataset
glmsel

Generalised linear models with variable selection
summary.lmsel

Summary of lmsel objects
bank

bank dataset
plot.glmsel

Plot glmsel objects