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)