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Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds

2009Working paper Open access
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dc.contributor.authorSilva, A. Pedro Duarte
dc.date.accessioned2018-07-18T16:57:25Z
dc.date.available2018-07-18T16:57:25Z
dc.date.issued2009
dc.description.abstractAn implementation of enhanced versions of the classical Leaps and Bounds algorithm for variable selection is provided. Features of this implementation include: (i) The availability of general routines capable of handling many different statistical methodologies and comparison criteria. (ii) Routines designed for exact and heuristic searches. (iii) The possibility of dealing with problems with more variables than observations. The implementation is supplied in two different ways: i) as a C++ library with abstract classes that can be specialized to different problems and criteria. ii) as a console application ready to be applied to searches according to some of the most important comparison criteria proposed to date. The code of the C++ library and console application described here, can be freely obtained by sending an email to the authorpt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationSilva, A. P. D. (2009). Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds. Working Papers: Economics. N.º 1, 25 p.pt_PT
dc.identifier.urihttp://hdl.handle.net/10400.14/25253
dc.language.isoengpt_PT
dc.peerreviewednopt_PT
dc.subjectVariable Selection Algorithmspt_PT
dc.subjectAll-Subsetspt_PT
dc.subjectHeuristicspt_PT
dc.titleExact and heuristic algorithms for variable selection: Extended Leaps and Boundspt_PT
dc.typeworking paper
dspace.entity.typePublication
rcaap.rightsopenAccesspt_PT
rcaap.typeworkingPaperpt_PT

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