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.
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")
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