Implements the SISAL algorithm by Tikka and HollmÃ©n. 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: | 0.46 |

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) |

Published: | 2015-10-10 |

Author: | Mikko Korpela [aut, cre] |

Maintainer: | Mikko Korpela <mvkorpel at iki.fi> |

License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |

Copyright: | Aalto University |

NeedsCompilation: | no |

Citation: | sisal citation info |

CRAN checks: | sisal results |

Reference manual: | sisal.pdf |

Package source: | sisal_0.46.tar.gz |

Windows binaries: | r-devel: sisal_0.46.zip, r-release: sisal_0.46.zip, r-oldrel: sisal_0.46.zip |

OS X Snow Leopard binaries: | r-release: sisal_0.46.tgz, r-oldrel: not available |

OS X Mavericks binaries: | r-release: sisal_0.46.tgz |