sisal: Sequential Input Selection Algorithm

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

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Reference manual: sisal.pdf
Package source: sisal_0.46.tar.gz
Windows binaries: r-prerel: sisal_0.46.zip, r-release: sisal_0.46.zip, r-oldrel: sisal_0.46.zip
OS X binaries: r-prerel: sisal_0.46.tgz, r-release: sisal_0.46.tgz

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