The maximum number of good regressions for each subset size saved.
An int
containing the maximum number of good regressions saved for each subset size.
MaximumGoodSaved
must be greater than or equal to MaximumBestFound. Normally, MaximumGoodSaved
should be less than or equal to 10. It should never need be larger than MaximumSubsetSize
, the maximum number of subsets for any subset size. Computing time required is inversely related to MaximumGoodSaved
.
The default value is maximum(10,MaximumSubsetSize).
SelectionRegression Class | Imsl.Stat Namespace