lmSubsets: Exact Variable-Subset Selection in Linear Regression for R
An R package for computing the all-subsets regression problem is presented. The proposed algorithms are based on computational strategies recently developed. A novel algorithm for the best-subset regression problem selects subset models based on a predetermined criterion. The package user can choose...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2020-04-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3444 |