Best Subset GLM and Regression Utilities

Best subset glm using information criteria or cross-validation, carried by using 'leaps' algorithm (Furnival and Wilson, 1974) or complete enumeration (Morgan and Tatar, 1972) . Implements PCR and PLS using AIC/BIC. Implements one-standard deviation rule for use with the 'caret' package.


CHANGES IN 'bestglm' VERSION 0.30 (2010-08-28) o NAMESPACE o documentation revisions CHANGES IN 'bestglm' VERSION 0.31 (2010-12-01) o NAMESPACE CHANGES IN 'bestglm' VERSION 0.32 (2010-12-01) o minor package warnings fixed as requested CHANGES IN 'bestglm' VERSION 0.33 (2010-12-01) o added dontrun{...} in examples in bestglm.Rd CHANGES IN 'bestglm' VERSION 0.35 (2017-02-04) o added datasets: mcdonald, hivif, rubber o added functions: dgrid, vifx CHANGES IN 'bestglm' VERSION 0.36 (2017-02-23) o added datasets: Iowa o added functions: glmnetPredict, grpregPredict, sphereX, NNPredict, glmnetGridTable o replaced to.binary function CHANGES IN 'bestglm' VERSION 0.37 (2018-05-27) o added function: pcreg with plot, print and predict methods o added function: plot1SDRule to enable with caret::train() o revised oneSDRule to work with caret::train() o moved vignettes PDF's to inst directroy o replaced cat() with message() - thanks Bob O'Hara, Institutt for matematiske fag

Reference manual

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0.37.3 by Yuanhao Lai, 2 years ago

Browse source code at

Authors: A.I. McLeod , Changjiang Xu and Yuanhao Lai

Documentation:   PDF Manual  

GPL (>= 2) license

Imports lattice, glmnet, grpreg, pls

Depends on leaps

Suggests MASS

Enhances caret

Imported by GGMnonreg, mplot.

Depended on by FitAR, regclass.

Suggested by genridge.

See at CRAN