library(mlbench)
n <- 100
p <- 40
sigma <- 1
set.seed(1)
sim <- mlbench.friedman1(n, sd = sigma)
x <- cbind(sim$x,  matrix(rnorm(n * p), nrow = n))
y <- sim$y
colnames(x) <- paste("var", 1:ncol(x), sep = "")
normalization <- preProcess(x)
x <- predict(normalization, x)
x <- as.data.frame(x)
subsets <- c(10, 15, 20, 25)
ctrl <- rfeControl(
                   functions = lmFuncs,
                   method = "cv",
                   verbose = FALSE,
                   returnResamp = "all")
lmProfile <- rfe(x, y,
                 sizes = subsets,
                 rfeControl = ctrl)
xyplot(lmProfile)
stripplot(lmProfile)
histogram(lmProfile)
densityplot(lmProfile)Run the code above in your browser using DataLab