R 为最佳子集自动 Select 最佳列

library(leaps)
mtcars.regsubsets <- regsubsets(mpg ~ ., data = mtcars)
summary(mtcars.regsubsets, nvmax = 10)

Selection 算法rithm: exhaustive
         cyl disp hp  drat wt  qsec vs  am  gear carb
1  ( 1 ) " " " "  " " " "  "*" " "  " " " " " "  " " 
2  ( 1 ) "*" " "  " " " "  "*" " "  " " " " " "  " " 
3  ( 1 ) " " " "  " " " "  "*" "*"  " " "*" " "  " " 
4  ( 1 ) " " " "  "*" " "  "*" "*"  " " "*" " "  " " 
5  ( 1 ) " " "*"  "*" " "  "*" "*"  " " "*" " "  " " 
6  ( 1 ) " " "*"  "*" "*"  "*" "*"  " " "*" " "  " " 
7  ( 1 ) " " "*"  "*" "*"  "*" "*"  " " "*" "*"  " " 
8  ( 1 ) " " "*"  "*" "*"  "*" "*"  " " "*" "*"  "*" 

3

mtcars[,c(5,6,8)]

library(leaps)
library(dplyr)
mtcars.regsubsets <- regsubsets(mpg ~ ., data = mtcars)

cols_sel <- mtcars.regsubsets |> 
  broom::tidy() |> 
  filter(mallows_cp == min(mallows_cp)) |> 
  select(where(~.x == TRUE)) |> 
  colnames()

select(mtcars, any_of(cols_sel))

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