The maximum number of best regressions to be found.
An int
containing the maximum number of best regressions to be reported.
If the criterion option is selected, the MaximumBestFound
best regressions for each subset size examined are reported. If the adjusted or Mallow's criteria are selected, the MaximumBestFound
among all possible regressions are found.
By default, MaximumBestFound
= 1.
SelectionRegression Class | Imsl.Stat Namespace | RSquared | AdjustedRSquared | MallowsCP