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https://hdl.handle.net/20.500.14279/19427
Τίτλος: | lmSubsets: Exact Variable-Subset Selection in Linear Regression for R | Συγγραφείς: | Hofmann, Marc Gatu, Cristian Kontoghiorghes, Erricos John Colubi, Ana Zeileis, Achim |
Major Field of Science: | Natural Sciences | Field Category: | Mathematics | Λέξεις-κλειδιά: | Best-subset regression;Linear regression;Model selection;R;Variable selection | Ημερομηνία Έκδοσης: | Απρ-2020 | Πηγή: | Journal of Statistical Software, 2020, vol. 93, no. 3 | Volume: | 93 | Issue: | 3 | Περιοδικό: | Journal of Statistical Software | Περίληψη: | An R package for computing the all-subsets regression problem is presented. The proposed algorithms are based on computational strategies recently developed. A novel algorithm for the best-subset regression problem selects subset models based on a pre-determined criterion. The package user can choose from exact and from approximation algorithms. The core of the package is written in C++ and provides an efficient implementation of all the underlying numerical computations. A case study and benchmark results illustrate the usage and the computational efficiency of the package. | URI: | https://hdl.handle.net/20.500.14279/19427 | ISSN: | 15487660 | DOI: | 10.18637/jss.v093.i03 | Rights: | Attribution-NonCommercial-NoDerivatives 4.0 International | Type: | Article | Affiliation: | University of Oviedo Cyprus University of Technology University of Iasi University of London Universität Innsbruck |
Publication Type: | Peer Reviewed |
Εμφανίζεται στις συλλογές: | Άρθρα/Articles |
Αρχεία σε αυτό το τεκμήριο:
Αρχείο | Περιγραφή | Μέγεθος | Μορφότυπος | |
---|---|---|---|---|
v93i03.pdf | Fulltext | 512.66 kB | Adobe PDF | Δείτε/ Ανοίξτε |
lmSubsets_0.5.tar.gz | Supplement | 1.08 MB | Unknown | Δείτε/ Ανοίξτε |
v93i03-replication.zip | Supplement | 422.65 kB | Unknown | Δείτε/ Ανοίξτε |
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