# 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 No Results!