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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 |
Reference manual: | sisal.pdf |
Package source: | sisal_0.49.tar.gz |
Windows binaries: | r-devel: sisal_0.49.zip, r-release: sisal_0.49.zip, r-oldrel: sisal_0.49.zip |
macOS binaries: | r-release (arm64): sisal_0.49.tgz, r-oldrel (arm64): sisal_0.49.tgz, r-release (x86_64): sisal_0.49.tgz, r-oldrel (x86_64): sisal_0.49.tgz |
Old sources: | sisal archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.