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

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subbib.bib
subselect.Rnw
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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

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