[R] subsets with a small cardinality for variable selection

[CZ]

Hello,

I am working on a variable selection problem and would like to have some
suggestions.  Thank you. 

In my data, the number of observations/samples is much less than the number
of variables.  And I am not interested in generating only a few models, 
instead I will need a couple of hundred models.  For each model, I only need
a fixed number of variables, in other word, with a specific cardinality. 

I've tried leaps(subselect package) and regsubsets(leaps package).  However,
I have to reduce the number of variables is using leaps in subselect package
which is not I want  and the regsubsets in leaps package doesn't read a
specific cardinality. It accepts a maximal subset size. 

Thank you.


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