covsel: CovSel

In mlesnoff/rchemo: Dimension reduction, Regression and Discrimination for Chemometrics

CovSel

Description

Variable selection for high-dimensionnal data with the COVSEL method (Roger et al. 2011).

Usage

covsel(X, Y, nvar = NULL, scaly = TRUE, weights = NULL)

Arguments

X	X-data (n, p).
Y	Y-data (n, q).
nvar	Number of variables to select in X.
scaly	If TRUE (default), each column of Y is scaled by its standard deviation.
weights	Weights (n, 1) to apply to the training observations. Internally, weights are "normalized" to sum to 1. Default to NULL (weights are set to 1 / n).

Value

sel	A dataframe where variable sel shows the column numbers of the variables selected in X.
weights	The weights used for the row observations.

References

Roger, J.M., Palagos, B., Bertrand, D., Fernandez-Ahumada, E., 2011. CovSel: Variable selection for highly multivariate and multi-response calibration: Application to IR spectroscopy. Chem. Lab. Int. Syst. 106, 216-223.

Examples

n <- 6 ; p <- 4
X <- matrix(rnorm(n * p), ncol = p)
Y <- matrix(rnorm(n * 2), ncol = 2)

covsel(X, Y, nvar = 3)

mlesnoff/rchemo documentation built on April 15, 2023, 1:25 p.m.