bestglm: Best Subset GLM and Regression Utilities
A.I. McLeod, Changjiang Xu and Yuanhao Lai · 2009
Best subset glm using information criteria or cross-validation, carried by using 'leaps' algorithm (Furnival and Wilson, 1974) or complete enumeration (Morgan and Tatar, 1972) . Implements PCR and PLS using AIC/BIC. Implements one-standard deviation rule for use with the 'caret' package.