# subselect v0.14

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## Selecting Variable Subsets

A collection of functions which (i) assess the quality of variable subsets as surrogates for a full data set, in either an exploratory data analysis or in the context of a multivariate linear model, and (ii) search for subsets which are optimal under various criteria.

## Functions in subselect

Name | Description | |

glhHmat | Total and Effect Deviation Matrices for General Linear Hypothesis | |

glmHmat | Input matrices for subselect search routines in generalized linear models | |

eleaps | A Leaps and Bounds Algorithm for finding the best variable subsets | |

farm | Sixty-two economic indicators from 99 Portuguese farms. | |

improve | Restricted Local Improvement search for an optimal k-variable subset | |

ldaHmat | Total and Between-Group Deviation Matrices in Linear Discriminant Analysis | |

anneal | Simulated Annealing Search for an optimal k-variable subset | |

ccr12.coef | First Squared Canonical Correlation for a multivariate linear hypothesis | |

gcd.coef | Computes Yanai's GCD in the context of the variable-subset selection problem | |

genetic | Genetic Algorithm searching for an optimal k-variable subset | |

zeta2.coef | Computes the Zeta squared coefficient for a multivariate linear hypothesis | |

tau2.coef | Computes the Tau squared coefficient for a multivariate linear hypothesis | |

rv.coef | Computes the RV-coefficient applied to the variable subset selection problem | |

trim.matrix | Given an ill-conditioned square matrix, deletes rows/columns until a well-conditioned submatrix is obtained. | |

wald.coef | Wald statistic for variable selection in generalized linear models | |

xi2.coef | Computes the Xi squared coefficient for a multivariate linear hypothesis | |

subselect-internal | Internal subselect Objects | |

lmHmat | Total and Effect Deviation Matrices for Linear Regression and Canonical Correlation Analysis | |

rm.coef | Computes the RM coefficient for variable subset selection | |

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## Vignettes of subselect

Name | ||

subbib.bib | ||

subselect.Rnw | ||

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## Last month downloads

## Details

Date | 2018-01-15 |

License | GPL (>= 2) |

Repository | CRAN |

NeedsCompilation | yes |

Packaged | 2018-01-29 11:13:13 UTC; jcadima |

Date/Publication | 2018-01-29 12:07:42 UTC |

imports | corpcor , ISwR , MASS |

Contributors | Manuel Minhoto, Antonio Duarte Silva, Jorge Orestes Cerdeira |

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