sisal (0.46)

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Sequential Input Selection Algorithm.

Implements the SISAL algorithm by Tikka and Hollmn. 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.

Maintainer: Mikko Korpela
Author(s): Mikko Korpela [aut, cre]

License: GPL (>= 2)

Uses: boot, digest, lattice, mgcv, R.matlab, R.methodsS3, graph, testthat

Released over 4 years ago.



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