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User must be able to specify different best subsets criteria and return a union or intersection of all the subsets. #162

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linusjf opened this issue May 5, 2020 · 0 comments
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linusjf commented May 5, 2020

Brief description of the problem:
Best subsets criteria.

The user must be able to specify different criteria such as AIC, SBC etc and specify whether he or she needs a union or intersection of the results.

The union returns all the models that meet the criteria individually i.e., it is a union of the subsets that are returned.
The intersection returns the models that meet all the criteria i.e., all the models meet every one of the criteria, a set intersection of all the subsets that are returned.

#157 (comment)

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