Authors: Paweł Teisseyre, Robert A. Kłopotek
Description: Performs Random Subspace Method (RSM) for high-dimensional linear regression to obtain variable importance measures. The final model is chosen based on validation set or Generalized Information Criterion.
Available at: CRAN.
Example real dataset: wiek.Rdata, wyn.Rdata described in Hannum et. al. "Genome-wide methylation profiles reveal quantitative views of human aging rates", Molecular Cell, vol. 49, no. 2, 359-67, 2013.