Package: lmSubsets 0.5-1

lmSubsets: Exact Variable-Subset Selection in Linear Regression

Exact and approximation algorithms for variable-subset selection in ordinary linear regression models. Either compute all submodels with the lowest residual sum of squares, or determine the single-best submodel according to a pre-determined statistical criterion. Hofmann et al. (2020) <10.18637/jss.v093.i03>.

Authors:Marc Hofmann [aut, cre], Cristian Gatu [aut], Erricos J. Kontoghiorghes [aut], Ana Colubi [aut], Achim Zeileis [aut], Martin Moene [cph], Microsoft Corporation [cph], Free Software Foundation, Inc. [cph]

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lmSubsets.pdf |lmSubsets.html✨
lmSubsets/json (API)

# Install 'lmSubsets' in R:
install.packages('lmSubsets', repos = c('https://marc-hofmann.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/marc-hofmann/lmsubsets.r/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • AirPollution - Air Pollution and Mortality
  • IbkTemperature - Temperature Observations and Numerical Weather Predictions for Innsbruck

On CRAN:

6 exports 4 stars 1.47 score 0 dependencies 2 mentions 23 scripts 247 downloads

Last updated 4 years agofrom:55787ffaaa. Checks:ERROR: 1 WARNING: 8. Indexed: yes.

TargetResultDate
Doc / VignettesFAILSep 07 2024
R-4.5-win-x86_64WARNINGSep 07 2024
R-4.5-linux-x86_64WARNINGSep 07 2024
R-4.4-win-x86_64WARNINGSep 07 2024
R-4.4-mac-x86_64WARNINGSep 07 2024
R-4.4-mac-aarch64WARNINGSep 07 2024
R-4.3-win-x86_64WARNINGSep 07 2024
R-4.3-mac-x86_64WARNINGSep 07 2024
R-4.3-mac-aarch64WARNINGSep 07 2024

Exports:lmSelectlmSelect_fitlmSubsetslmSubsets_fitmodel_responserefit

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Air Pollution and MortalityAirPollution
Temperature Observations and Numerical Weather Predictions for InnsbruckIbkTemperature
Variable Selection Heatmapsimage image.lmSelect image.lmSubsets
Best-Subset RegressionlmSelect lmSelect.default lmSelect.lmSubsets lmSelect.matrix lmSelect_fit lmSubsets_select plot.lmSelect print.lmSelect print.summary.lmSelect summary.lmSelect
All-Subsets RegressionlmSubsets lmSubsets.default lmSubsets.matrix lmSubsets_fit plot.lmSubsets print.lmSubsets print.summary.lmSubsets summary.lmSubsets
Methods for 'lmSubsets' and 'lmSelect' ObjectsAIC.lmSelect AIC.lmSubsets BIC.lmSelect BIC.lmSubsets coef.lmSelect coef.lmSubsets deviance.lmSelect deviance.lmSubsets fitted.lmSelect fitted.lmSubsets formula.lmSelect formula.lmSubsets logLik.lmSelect logLik.lmSubsets methods model.frame.lmSelect model.frame.lmSubsets model.matrix.lmSelect model.matrix.lmSubsets model_response model_response.lmSelect model_response.lmSubsets refit.lmSelect refit.lmSubsets residuals.lmSelect residuals.lmSubsets sigma.lmSelect sigma.lmSubsets variable.names.lmSelect variable.names.lmSubsets vcov.lmSelect vcov.lmSubsets
Refitting Modelsrefit