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.
| 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 Mavericks binaries: | r-release: sisal_0.46.tgz, r-oldrel: sisal_0.46.tgz |
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