Performs Random Subspace Method (RSM) for high-dimensional linear regression to obtain variable importance measures. The final model is chosen based on validation set or Generalized Information Criterion.
| Version: | 0.4 |
| Depends: | R (≥ 3.0.0) |
| Suggests: | Rmpi, doParallel |
| Published: | 2014-04-18 |
| Author: | Pawel Teisseyre, Robert A. Klopotek |
| Maintainer: | Pawel Teisseyre <teisseyrep at ipipan.waw.pl> |
| License: | LGPL-2 | LGPL-3 | GPL-2 | GPL-3 |
| URL: | http://www.ipipan.eu/~teisseyrep/SOFTWARE/ |
| NeedsCompilation: | no |
| CRAN checks: | regRSM results |
| Reference manual: | regRSM.pdf |
| Package source: | regRSM_0.4.tar.gz |
| Windows binaries: | r-devel: regRSM_0.4.zip, r-release: regRSM_0.4.zip, r-oldrel: regRSM_0.4.zip |
| OS X Snow Leopard binaries: | r-release: regRSM_0.4.tgz, r-oldrel: regRSM_0.4.tgz |
| OS X Mavericks binaries: | r-release: regRSM_0.4.tgz |
| Old sources: | regRSM archive |