IMSL C# Numerical Library

SelectionRegression.MaximumSubsetSize Property

The maximum subset size if R^2 criterion is used.

public virtual int MaximumSubsetSize {set;}

Property Value

An int containing the maximum subset size when R^2 criterion is used.

Remarks

By default, MaximumSubsetSize = nCandidate.

See Also

SelectionRegression Class | Imsl.Stat Namespace | RSquared | AdjustedRSquared | MallowsCP