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:: 2648. Submitted: 2018-05-02. Published: 2020-04-28. |
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Paper: |
lmSubsets: Exact Variable-Subset Selection in Linear Regression for R
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DOI: |
10.18637/jss.v093.i03
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![]() This work is licensed under the licenses Paper: Creative Commons Attribution 3.0 Unported License Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license. |