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subselect (version 0.14)

Selecting Variable Subsets

Description

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.

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Version

Install

install.packages('subselect')

Monthly Downloads

1,056

Version

0.14

License

GPL (>= 2)

Maintainer

Jorge Cadima

Last Published

January 29th, 2018

Functions in subselect (0.14)

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