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The goal of DBModelSelect is to provide a package for using various distribution-based model selection techniques.
You can install the development version of DBModelSelect from GitHub with:
# install.packages("devtools")
devtools::install_github("shkoeneman/DBModelSelect")This is a basic example which shows you how to use various features of the package:
library(DBModelSelect)
# generate some data
set.seed(5122023)
data <- data.frame(s = rnorm(200), t = rnorm(200))
data$y <- data$s + rnorm(200)
# perform all subsets regression
model_list <- FitLMSubsets(response = "y", data = data, intercept = TRUE, force_intercept = FALSE)
#determine whether largest candidate model shows lack of fit
BootGOFTestLM(model_list[[length(model_list)]], data = data)
# perform model selection
model_select <- StandICModelSelect(model_list, IC = "AIC")
# print and plot results of model selection
print(model_select)
plot(model_select)These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.