bestglm

Best Subset GLM and Regression Utilities

CRAN Package

Best subset glm using information criteria or cross-validation, carried by using 'leaps' algorithm (Furnival and Wilson, 1974) [doi:10.2307/1267601] or complete enumeration (Morgan and Tatar, 1972) [doi:10.1080/00401706.1972.10488918]. Implements PCR and PLS using AIC/BIC. Implements one-standard deviation rule for use with the 'caret' package.

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