Exact Variable-Subset Selection in Linear Regression

Exact and approximation algorithms for variable-subset selection in ordinary linear regression models. Either compute all submodels with the lowest residual sum of squares, or determine the single-best submodel according to a pre-determined statistical criterion. Hofmann et al. (2020) .


Reference manual

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install.packages("lmSubsets")

0.5-4 by Marc Hofmann, 9 months ago


https://github.com/marc-hofmann/lmSubsets.R


Browse source code at https://github.com/cran/lmSubsets


Authors: Marc Hofmann [aut, cre] , Cristian Gatu [aut] , Erricos J. Kontoghiorghes [aut] , Ana Colubi [aut] , Achim Zeileis [aut] , Martin Moene [cph] (for the GSL Lite library) , Microsoft Corporation [cph] (for the GSL Lite library)


Documentation:   PDF Manual  


GPL (>= 3) license


Imports stats, graphics, utils

System requirements: C++17,


See at CRAN