sisal: Sequential Input Selection Algorithm

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.

Version: 0.48
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)
Published: 2020-02-15
DOI: 10.32614/CRAN.package.sisal
Author: Mikko Korpela [aut, cre]
Maintainer: Mikko Korpela <mvkorpel at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: Aalto University
NeedsCompilation: no
Citation: sisal citation info
Materials: README NEWS
CRAN checks: sisal results


Reference manual: sisal.pdf


Package source: sisal_0.48.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sisal_0.48.tgz, r-oldrel (arm64): sisal_0.48.tgz, r-release (x86_64): sisal_0.48.tgz, r-oldrel (x86_64): sisal_0.48.tgz
Old sources: sisal archive


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