[R] Does R have function/package works similar to SAS's 'PROC REG'?

[CZ]

Hello,
 
I am working on a variable selection problem and I wonder whether there is
some function or package in R works similar to the 'PROC REG' in SAS?  Thank
you. 

Some facts about 'PROC REG':
PROC REG in SAS first composes a crossproducts matrix. The matrix can be
calculated from input data, reformed from an input correlation matrix, or
read in from an SSCP data set. For each model, the procedure selects the
appropriate crossproducts from the main matrix. The normal equations formed
from the crossproducts are solved by using a sweep algorithm (Goodnight
1979). The method is accurate for data that are reasonably scaled and not
too collinear. 

The sweep algorithm is also used in many places in the model-selection
methods and the RSQUARE method uses the leaps-and-bounds algorithm by
Furnival and Wilson (1974).

Thanks.

Thanks. 
CZ

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