Function bestSubsets

bestSubsets(
    y: Column,
    X: Predictors,
    options?: {
        include?: string[];
        maxK?: number;
        names?: string[];
        nBest?: number;
    },
): BestSubsetsResult
Best Subsets (Minitab): every subset up to maxK predictors (default all), the nBest (default 2) per size by R². Cp = SSE_p / MSE_full − (n − 2p).
Parameters
- y: Column
- X: Predictors
- Optionaloptions: { include?: string[]; maxK?: number; names?: string[]; nBest?: number }
Returns BestSubsetsResult
- Defined in advanced/dist/index.d.ts:1339