| Name : R-BOSSreg
| |
| Version : 0.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.3.8
| Date : 2024-09-12 11:01:37
|
| Group : Development/Libraries/Other
| Source RPM : R-BOSSreg-0.2.0-lp154.3.8.src.rpm
|
| Size : 0.53 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Best Orthogonalized Subset Selection (BOSS)
|
Description :
Best Orthogonalized Subset Selection (BOSS) is a least-squares (LS)
based subset selection method, that performs best subset selection upon
an orthogonalized basis of ordered predictors, with the computational
effort of a single ordinary LS fit. This package provides a highly
optimized implementation of BOSS and estimates a heuristic degrees of
freedom for BOSS, which can be plugged into an information criterion
(IC) such as AICc in order to select the subset from candidates. It
provides various choices of IC, including AIC, BIC, AICc, Cp and GCV.
It also implements the forward stepwise selection (FS) with no
additional computational cost, where the subset of FS is selected via
cross-validation (CV). CV is also an option for BOSS. For details see:
Tian, Hurvich and Simonoff (2021), \"On the Use of Information Criteria
for Subset Selection in Least Squares Regression\", < arXiv:1911.10191>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
