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: |
0.49 |
| Depends: |
R (≥ 4.3.0) |
| Imports: |
graphics, grDevices, grid, methods, stats, utils, boot, lattice, mgcv, digest, R.matlab, R.methodsS3 |
| Suggests: |
graph, Rgraphviz, testthat (≥ 0.8) |
| Published: |
2024-10-26 |
| DOI: |
10.32614/CRAN.package.sisal |
| Author: |
Mikko Korpela [aut, cre] |
| Maintainer: |
Mikko Korpela <mvkorpel at iki.fi> |
| BugReports: |
https://github.com/mvkorpel/sisal/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: |
Aalto University |
| URL: |
https://github.com/mvkorpel/sisal |
| NeedsCompilation: |
no |
| Citation: |
sisal citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
sisal results |
Documentation:
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