subselect: Selecting Variable Subsets

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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.

Author
Jorge Orestes Cerdeira [aut], Pedro Duarte Silva [aut], Jorge Cadima [aut, cre], Manuel Minhoto [aut]
Date of publication
2016-07-28 17:28:34
Maintainer
Jorge Cadima <jcadima@isa.utl.pt>
License
GPL (>= 2)
Version
0.12-6

View on CRAN

Man pages

anneal
Simulated Annealing Search for an optimal k-variable subset
ccr12
First Squared Canonical Correlation for a multivariate linear...
eleaps
A Leaps and Bounds Algorithm for finding the best variable...
farm
Sixty-two economic indicators from 99 Portuguese farms.
gcd
Computes Yanai's GCD in the context of the variable-subset...
genetic
Genetic Algorithm searching for an optimal k-variable subset
glhHmat
Total and Effect Deviation Matrices for General Linear...
glmHmat
Input matrices for subselect search routines in generalized...
improve
Restricted Local Improvement search for an optimal k-variable...
ldaHmat
Total and Between-Group Deviation Matrices in Linear...
lmHmat
Total and Effect Deviation Matrices for Linear Regression and...
rm
Computes the RM coefficient for variable subset selection
rv
Computes the RV-coefficient applied to the variable subset...
subselect-internal
Internal subselect Objects
tau2
Computes the Tau squared coefficient for a multivariate...
trimmatrix
Given an ill-conditioned square matrix, deletes rows/columns...
wald
Wald statistic for variable selection in generalized linear...
xi2
Computes the Xi squared coefficient for a multivariate linear...
zeta2
Computes the Zeta squared coefficient for a multivariate...

Files in this package

subselect
subselect/inst
subselect/inst/CHANGELOG
subselect/inst/readme
subselect/inst/doc
subselect/inst/doc/subselect.Rnw
subselect/inst/doc/subselect.R
subselect/inst/doc/subselect.pdf
subselect/src
subselect/src/Gstatma.cpp
subselect/src/Makevars
subselect/src/SR_datatrnsf.cpp
subselect/src/improve.f
subselect/src/MStcrt.h
subselect/src/MStcrt.cpp
subselect/src/GCDcrt.cpp
subselect/src/RVcrt.h
subselect/src/genetic.f
subselect/src/GCDcrt.h
subselect/src/Subsets.cpp
subselect/src/ItIndices.h
subselect/src/ErrMReals.h
subselect/src/SR_intf.cpp
subselect/src/Sscma.h
subselect/src/SpecialArrays.h
subselect/src/auxiliar.f
subselect/src/SRI_sscma.cpp
subselect/src/Rnk3CCRcrt.cpp
subselect/src/anneal.f
subselect/src/Sscma.cpp
subselect/src/VSQforms.cpp
subselect/src/Qforms.h
subselect/src/wrap.c
subselect/src/SpecialArrays.cpp
subselect/src/CCRcrt.cpp
subselect/src/CCRcrt.h
subselect/src/SRI_sscma.h
subselect/src/RVcrt.cpp
subselect/src/RMcrt.h
subselect/src/RMcrt.cpp
subselect/src/Varsmbo.cpp
subselect/src/Rnk3CCRcrt.h
subselect/src/NewtonRp.h
subselect/src/NewtonRp.cpp
subselect/src/VSQforms.h
subselect/src/Vsmabo.h
subselect/src/Wrkf1.cpp
subselect/src/Qforms.cpp
subselect/src/Subsets.h
subselect/NAMESPACE
subselect/data
subselect/data/farm.rda
subselect/R
subselect/R/trimmatrix.R
subselect/R/genetic.R
subselect/R/rv.R
subselect/R/gcd.R
subselect/R/initialization.R
subselect/R/validnovcrit.R
subselect/R/tau2.R
subselect/R/leaps.R
subselect/R/xi2.R
subselect/R/validation.R
subselect/R/improve.R
subselect/R/zeta2.R
subselect/R/prepRetOtp.R
subselect/R/createHmat.R
subselect/R/validmat.R
subselect/R/validgenetic.R
subselect/R/eleaps.R
subselect/R/validannimp.R
subselect/R/wald.R
subselect/R/anneal.R
subselect/R/rm.R
subselect/R/ccr12.R
subselect/vignettes
subselect/vignettes/subselect.Rnw
subselect/vignettes/subbib.bib
subselect/MD5
subselect/build
subselect/build/vignette.rds
subselect/DESCRIPTION
subselect/man
subselect/man/zeta2.Rd
subselect/man/anneal.Rd
subselect/man/ccr12.Rd
subselect/man/xi2.Rd
subselect/man/ldaHmat.Rd
subselect/man/trimmatrix.Rd
subselect/man/glhHmat.Rd
subselect/man/subselect-internal.Rd
subselect/man/rm.Rd
subselect/man/lmHmat.Rd
subselect/man/improve.Rd
subselect/man/wald.Rd
subselect/man/tau2.Rd
subselect/man/glmHmat.Rd
subselect/man/genetic.Rd
subselect/man/farm.Rd
subselect/man/eleaps.Rd
subselect/man/rv.Rd
subselect/man/gcd.Rd