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Leaps

Wrapping "leaps" Fortran regression subset selection routines

Readme

Leaps: Regression subset selection

This package performs (or will eventually) subset selection for regression predictors, using forward, backard, and exhaustive search. Currently exhaustive search is implemented, using the xhaust!(::RegSubsets) command.

It is based on the leaps package for R by Thomas Lumley (tlumley@u.washington.edu), which is in turn based on Fortran code wraps the Fortran code for subset selection by by Alan Miller of CSIRO Division of Mathematics & Statistics (Alan.Miller@vic.cmis.csiro.au).

First Commit

09/13/2014

Last Touched

about 5 years ago

Commits

4 commits