Implements the SISAL algorithm by Tikka and Hollmén. It is a sequential backward selection algorithm which uses a linear model in a cross-validation setting. Starting from the full model, one variable at a time is removed based on the regression coefficients. From this set of models, a parsimonious (sparse) model is found by choosing the model with the smallest number of variables among those models where the validation error is smaller than a threshold. Also implements extensions which explore larger parts of the search space and/or use ridge regression instead of ordinary least squares.
Version: 0.49 Depends: R (≥ 4.3.0) Imports: graphics, grDevices, grid, methods, stats, utils, boot, lattice, mgcv, digest, R.matlab, R.methodsS3 Suggests: graph, Rgraphviz, testthat (≥ 0.8) Published: 2024-10-26 DOI: 10.32614/CRAN.package.sisal Author: Mikko Korpela [aut, cre] Maintainer: Mikko Korpela <mvkorpel at iki.fi> BugReports: https://github.com/mvkorpel/sisal/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] Copyright: Aalto University URL: https://github.com/mvkorpel/sisal NeedsCompilation: no Citation: sisal citation info Materials: README, NEWS CRAN checks: sisal results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=sisal to link to this page.
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