Package: lmSubsets 0.5-2

Marc Hofmann

lmSubsets: Exact Variable-Subset Selection in Linear Regression

Exact and approximation algorithms for variable-subset selection in ordinary linear regression models. Either compute all submodels with the lowest residual sum of squares, or determine the single-best submodel according to a pre-determined statistical criterion. Hofmann et al. (2020) <doi:10.18637/jss.v093.i03>.

Authors:Marc Hofmann [aut, cre], Cristian Gatu [aut], Erricos J. Kontoghiorghes [aut], Ana Colubi [aut], Achim Zeileis [aut], Martin Moene [cph], Microsoft Corporation [cph], Free Software Foundation, Inc. [cph]

lmSubsets_0.5-2.tar.gz
lmSubsets_0.5-2.tar.gz(r-4.5-noble)lmSubsets_0.5-2.tar.gz(r-4.4-noble)
lmSubsets_0.5-2.tgz(r-4.4-emscripten)lmSubsets_0.5-2.tgz(r-4.3-emscripten)
lmSubsets.pdf |lmSubsets.html✨
lmSubsets/json (API)

# Install 'lmSubsets' in R:
install.packages('lmSubsets', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/marc-hofmann/lmsubsets.r/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • AirPollution - Air pollution and mortality
  • IbkTemperature - Temperature observations and numerical weather predictions for Innsbruck

2.66 score 23 scripts 255 downloads 2 mentions 6 exports 0 dependencies

Last updated 4 years agofrom:6fd1894f47. Checks:ERROR: 1 WARNING: 1. Indexed: no.

TargetResultDate
Doc / VignettesFAILSep 20 2024
R-4.5-linux-x86_64WARNINGSep 20 2024

Exports:lmSelectlmSelect_fitlmSubsetslmSubsets_fitmodel_responserefit

Dependencies:

lmSubsets: Exact Variable-Subset Selection in Linear Regression for R

Rendered fromlmSubsets.Rnwusingutils::Sweaveon Sep 20 2024.

Last update: 2020-04-28
Started: 2019-03-07

Readme and manuals

Help Manual

Help pageTopics
Package 'lmSubsets'lmSubsets-package
Extract AIC values from a subset regressionAIC.lmSelect AIC.lmSubsets
Air pollution and mortalityAirPollution
Extract BIC values from a subset regressionBIC.lmSelect BIC.lmSubsets
Extract the ceofficients from a subset regressioncoef.lmSelect coef.lmSubsets
Extract the deviance from a subset regressiondeviance.lmSelect deviance.lmSubsets
Extract the fitted values from a subset regressionfitted.lmSelect fitted.lmSubsets
Extract a formula from a subset regressionformula.lmSelect formula.lmSubsets
Temperature observations and numerical weather predictions for InnsbruckIbkTemperature
Heatmap of a subset regressionimage.lmSelect image.lmSubsets
Best-subset regressionlmSelect lmSelect.default print.lmSelect
Best-subset regressionlmSelect_fit
Best-subset regressionlmSelect.lmSubsets
Best-subset regressionlmSelect.matrix
All-subsets regressionlmSubsets lmSubsets.default print.lmSubsets
All-subsets regressionlmSubsets_fit
All-subsets regressionlmSubsets.matrix
Extract the log-likelihood from a subset regressionlogLik.lmSelect logLik.lmSubsets
Model responsemodel_response model_response.default
Extract the model response from a subset regressionmodel_response.lmSelect model_response.lmSubsets
Extract the model frame from a subset regressionmodel.frame.lmSelect model.frame.lmSubsets
Extract a model matrix from a subset regressionmodel.matrix.lmSelect model.matrix.lmSubsets
Plot a subset regressionplot.lmSelect plot.lmSubsets
Refitting modelsrefit
Refit a subset regressionrefit.lmSelect refit.lmSubsets
Extract the residuals from all-subsets regressionresiduals.lmSelect residuals.lmSubsets
Extract the residual standard deviation from a subset regressionsigma.lmSelect sigma.lmSubsets
Summarize a subset regressionprint.summary.lmSelect print.summary.lmSubsets summary.lmSelect summary.lmSubsets
Extract variable names from a subset regressionvariable.names.lmSelect variable.names.lmSubsets
Extract the variance-covariance matrix from a subset regressionvcov.lmSelect vcov.lmSubsets