regRSM: Random Subspace Method (RSM) for Linear Regression

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: 0.5
Depends: R (≥ 3.0.0)
Imports: Rmpi, doParallel, parallel, foreach
Published: 2015-09-11
Author: Pawel Teisseyre, Robert A. Klopotek
Maintainer: Pawel Teisseyre <teisseyrep at>
License: LGPL-2 | LGPL-3 | GPL-2 | GPL-3
NeedsCompilation: no
CRAN checks: regRSM results


Reference manual: regRSM.pdf
Package source: regRSM_0.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: regRSM_0.5.tgz, r-oldrel: regRSM_0.4.tgz
OS X Mavericks binaries: r-release: regRSM_0.4.tgz
Old sources: regRSM archive