Random Subspace Method (RSM) for Linear Regression
Variable importance plot from 'regRSM' object.
Plot from 'regRSM' object.
Predictions from a 'regRSM' object.
Print 'regRSM' object.
Random Subspace Method (RSM) for linear regression.
ROC curve and AUC parameter.
Print 'regRSM' object.
Selects the new final model from existing 'regRSM' object.
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.