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.

Documentation

Manual: sisal.pdf
Vignette: None available.

Maintainer: Mikko Korpela <mvkorpel at iki.fi>

Author(s): Mikko Korpela*

Install package and any missing dependencies by running this line in your R console:

install.packages("sisal")

Depends R (>= 3.1.2)
Imports graphics, grDevices, grid, methods, stats, utils, boot, lattice, mgcv, digest, R.matlab, R.methodsS3
Suggests graph, Rgraphviz, testthat(>=0.8)
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Package sisal
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Version 0.46
Published 2015-10-10
License GPL (>= 2)
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NeedsCompilation no
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CRAN checks sisal check results
Package source sisal_0.46.tar.gz