sisal

Overview

Input selection with SISAL, originally developed by Tikka and Hollmén. It is a sequential backward selection algorithm which uses a linear model in a cross-validation setting.

Installation

The latest release version of sisal is installed from CRAN as follows:

install.packages("sisal")

The development version can be installed with devtools (install.packages("devtools")):

devtools::install_github("mvkorpel/sisal")