The criterion option used to calculate the regression estimates.
public virtual SelectionRegression.Criterion CriterionOption {get; set;}
Property Value
An int containing the criterion option.
Remarks
By default for all criteria, subset size 1,2, ..., k = nCandidate are considered. However, for 
the maximum number of subsets can be restricted using property MaximumSubsetSize.
| Criterion Option | Description |
|---|---|
| RSquared | For  , subset sizes 1, 2, ..., MaximumSubsetSize are examined. This is the default with MaximumSubsetSize = nCandidate. |
| AdjustedRSquared | For Adjusted  , subset sizes 1, 2, ..., nCandidate are examined. |
| MallowsCP | For Mallow's  Subset sizes 1, 2, ..., nCandidate are examined. |
See Also
SelectionRegression Class | Imsl.Stat Namespace | RSquared | AdjustedRSquared | MallowsCP