Package: lmSubsets 0.5-2
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:
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 = 'https://cloud.r-project.org') |
Bug tracker:https://github.com/marc-hofmann/lmsubsets.r/issues0 issues
- AirPollution - Air pollution and mortality
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Last updated 4 years agofrom:6fd1894f47. Checks:1 ERROR, 2 WARNING. Indexed: no.
Target | Result | Latest binary |
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Doc / Vignettes | FAIL | Mar 20 2025 |
R-4.5-linux-x86_64 | WARNING | Mar 20 2025 |
R-4.4-linux-x86_64 | WARNING | Mar 20 2025 |
Exports:lmSelectlmSelect_fitlmSubsetslmSubsets_fitmodel_responserefit
Dependencies:
lmSubsets: Exact Variable-Subset Selection in Linear Regression for R
Rendered fromlmSubsets.Rnw
usingutils::Sweave
on Mar 20 2025.Last update: 2020-04-28
Started: 2019-03-07
Citation
To cite package 'lmSubsets' in publications use:
Hofmann M, Gatu C, Kontoghiorghes E, Colubi A, Zeileis A (2021). lmSubsets: Exact Variable-Subset Selection in Linear Regression. R package version 0.5-2, https://CRAN.R-project.org/package=lmSubsets.
Hofmann M, Gatu C, Kontoghiorghes EJ, Colubi A, Zeileis A (2020). “lmSubsets: Exact Variable-Subset Selection in Linear Regression for R.” Journal of Statistical Software, 93(3), 1–21. doi:10.18637/jss.v093.i03.
Hofmann M, Gatu C, Kontoghiorghes EJ (2007). “Efficient algorithms for computing the best subset regression models for large-scale problems.” Computational Statistics & Data Analysis, 52, 16-29. doi:10.1016/j.csda.2007.03.017.
Gatu C, Kontoghiorghes EJ (2006). “Branch-and-bound algorithms for computing the best subset regression models.” Journal of Computational and Graphical Statistics, 15, 139-156. doi:10.1198/106186006x100290.
Hofmann M (2009). Algorithms for statistical model selection and robust estimation. Ph.D. thesis, University of Neuchatel, Switzerland. Supervisor: Erricos J. Kontoghiorghes.
Corresponding BibTeX entries:
@Manual{, title = {{lmSubsets}: Exact Variable-Subset Selection in Linear Regression}, author = {Marc Hofmann and Cristian Gatu and Erricos J. Kontoghiorghes and Ana Colubi and Achim Zeileis}, year = {2021}, note = {R package version 0.5-2}, url = {https://CRAN.R-project.org/package=lmSubsets}, }
@Article{, title = {{lmSubsets}: Exact Variable-Subset Selection in Linear Regression for {R}}, author = {Marc Hofmann and Cristian Gatu and Erricos J. Kontoghiorghes and Ana Colubi and Achim Zeileis}, journal = {Journal of Statistical Software}, year = {2020}, volume = {93}, number = {3}, pages = {1--21}, doi = {10.18637/jss.v093.i03}, }
@Article{, title = {Efficient algorithms for computing the best subset regression models for large-scale problems}, author = {Marc Hofmann and Cristian Gatu and Erricos J. Kontoghiorghes}, journal = {Computational Statistics & Data Analysis}, year = {2007}, volume = {52}, pages = {16-29}, doi = {10.1016/j.csda.2007.03.017}, }
@Article{, title = {Branch-and-bound algorithms for computing the best subset regression models}, author = {Cristian Gatu and Erricos J. Kontoghiorghes}, journal = {Journal of Computational and Graphical Statistics}, year = {2006}, volume = {15}, pages = {139-156}, doi = {10.1198/106186006x100290}, }
@PhdThesis{, title = {Algorithms for statistical model selection and robust estimation}, author = {Marc Hofmann}, school = {University of Neuchatel, Switzerland}, year = {2009}, note = {Supervisor: Erricos J. Kontoghiorghes}, }