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.


Reference manual

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install.packages("bestglm")

0.37.3 by Yuanhao Lai, 7 years ago


Browse source code at https://github.com/cran/bestglm


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 mplot.

Depended on by regclass.

Suggested by NADA2, genridge.


See at CRAN