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 |
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