subsamp v0.1.0

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Subsample Winner Algorithm for Variable Selection in Linear Regression with a Large Number of Variables

This subsample winner algorithm (SWA) for regression with a large-p data (X, Y) selects the important variables (or features) among the p features X in explaining the response Y. The SWA first uses a base procedure, here a linear regression, on each of subsamples randomly drawn from the p variables, and then computes the scores of all features, i.e., the p variables, according to the performance of these features collected in each of the subsample analyses. It then obtains the 'semifinalist' of the features based on the resulting scores and determines the 'finalists', i.e., the important features, from the 'semifinalist'. Fan, Sun and Qiao (2017) <http://sr2c.case.edu/swa-reg/>.

Functions in subsamp

Name Description
subsamp Subsample Winner Algorithm for Variable Selection in Linear Regression with a Large Number of Variables
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Type Package
License GPL-2 | GPL-3
Encoding UTF-8
LazyData true
RoxygenNote 6.0.1
NeedsCompilation no
Packaged 2017-11-14 17:29:43 UTC; 2566444
Repository CRAN
Date/Publication 2017-11-14 18:52:55 UTC
depends R (>= 3.0.1)
Contributors Jiayang Sun, Xingye Qiao

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