MultiVarSel (version 1.1.3)

MultiVarSel-package: Package

Description

MultiVarSel consists of four functions: "whitening.R", "whitening_test.R", "whitening_choice.R" and "variable_selection.R". For further information on how to use these functions, we refer the reader to the vignette of the package.

Details

This package consists of four functions: "whitening.R", "whitening_test.R", "whitening_choice.R" and "variable_selection.R". For further information on how to use these functions, we refer the reader to the vignette of the package.

References

M. Perrot-Dockes et al. "A multivariate variable selection approach for analyzing LC-MS metabolomics data", arXiv:1704.00076

Examples

# NOT RUN {
data("copals_camera")
Y <- scale(Y[, 1:50])
X <- model.matrix(~ group + 0)
residuals <- lm(as.matrix(Y) ~ X - 1)$residuals
S12_inv <- whitening(residuals, "AR1", pAR = 1, qMA = 0)
Frequencies <- variable_selection(
  Y = Y, X = X,
  square_root_inv_hat_Sigma = S12_inv,
  nb_repli = 10,  nb.cores = 1, parallel = FALSE
)
# }
# NOT RUN {
# Parallel computing
require(doMC)
registerDoMC(cores=4)
Freqs <- variable_selection(Y,X,square_root_inv_hat_Sigma,
                    nb_repli=10,parallel=TRUE,nb.cores=4)
# }