matloff/polyreg

Other than the various cross-validation functions, the main functions are polyfit() and predict.polyFit(). One can fit either regression or classification models, with an option to perform PCA for dimension reduction on the predictors/features. Built in to the latest version of the regtools package. In the former case, getPE() reads in the dataset and does some preprocessing, producing a data frame pe. Forward stepwise regression is also available with FSR which also accepts polynomial degree and interaction as inputs.