regsel (0.2)

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Variable Selection and Regression.

http://cran.r-project.org/web/packages/regsel

Functions for fitting linear and generalized linear models with variable selection. The functions can automatically do Stepwise Regression, Lasso or Elastic Net as variable selection methods. Lasso and Elastic net are improved and handle factors better (they can either include or exclude all factor levels).

Maintainer: Michal Knut
Author(s): Michal Knut

License: GPL-2

Uses: elasticnet, glmnet

Released almost 4 years ago.


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