|Authors:||Marc Hofmann, Cristian Gatu, Erricos J. Kontoghiorghes, Ana Colubi, Achim Zeileis|
|Title:||lmSubsets: Exact Variable-Subset Selection in Linear Regression for R|
|Abstract:||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 from exact and from approximation algorithms. The core of the package is written in C++ and provides an efficient implementation of all the underlying numerical computations. A case study and benchmark results illustrate the usage and the computational efficiency of the package.|
Page views:: 2803. Submitted: 2018-05-02. Published: 2020-04-28.
lmSubsets: Exact Variable-Subset Selection in Linear Regression for R
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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.