Regression Subset Selection

Regression subset selection, including exhaustive search.


News

2.9 improved documentation for summary.regsubsets

 added coef(), vcov() methods for regsubsets.

2.8 Added regsubsets() method for biglm objects.

Reference manual

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install.packages("leaps")

3.1 by Thomas Lumley, 9 months ago


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


Authors: Thomas Lumley based on Fortran code by Alan Miller


Documentation:   PDF Manual  


Task views: Chemometrics and Computational Physics, Statistics for the Social Sciences


GPL (>= 2) license


Suggests biglm


Imported by ERSA, FactoMineR, HH, LPRelevance, TSA, cNORM, fdm2id, lessR, mcb, meifly, mixlm, mplot.

Depended on by ALSM, BACprior, BCEE, BMA, DEMOVA, FitAR, Kpart, R330, bestglm, glmulti, pampe, reams, regclass, speff2trial.

Suggested by DAAG, Rcmdr, RcmdrPlugin.NMBU, STPGA, SenSrivastava, Sleuth2, Sleuth3, broom, car, fscaret.

Enhanced by biglm, biglmm.


See at CRAN