I was looking for a library that provides forward/backward selection algorithms based on Adjusted R-Squared rather than AIC or p-value, but didn't find anything good. Your library has the best results and documentation but it is the same in this regard. So, I concluded to add those features to this library and here is the pull request for that reason.
Note that I didn't have enough time to add tests or extra docs.
I was looking for a library that provides forward/backward selection algorithms based on
Adjusted R-Squaredrather thanAICorp-value, but didn't find anything good. Your library has the best results and documentation but it is the same in this regard. So, I concluded to add those features to this library and here is the pull request for that reason.Note that I didn't have enough time to add tests or extra docs.