Class for building pace regression linear models and using them for prediction.
Under regularity conditions, pace regression is provably optimal when the number of coefficients tends to infinity. It consists of a group of estimators that are either overall optimal or optimal under certain conditions.
The current work of the pace regression theory, and therefore also this implementation, do not handle:
- missing values
- non-binary nominal attributes
- the case that n - k is small where n is ...