CRAN/E | sisal

sisal

Sequential Input Selection Algorithm

Installation

About

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.

Citation sisal citation info
github.com/mvkorpel/sisal
Copyright Aalto University
Bug report File report

Key Metrics

Version 0.48
R ≥ 3.1.2
Published 2020-02-15 1692 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks sisal results

Downloads

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Maintainer

Maintainer

Mikko Korpela

Authors

Mikko Korpela

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sisal archive

Depends

R ≥ 3.1.2

Imports

graphics
grDevices
grid
methods
stats
utils
boot
lattice
mgcv
digest
R.matlab
R.methodsS3

Suggests

graph
Rgraphviz
testthat ≥ 0.8

Reverse Imports

FlexDotPlot