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.
|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)|
|Author:||Mikko Korpela [aut, cre]|
|Maintainer:||Mikko Korpela <mvkorpel at iki.fi>|
|License:||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|
|Citation:||sisal citation info|
|CRAN checks:||sisal results|
|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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