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subselect

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. Theoretical support for the heuristic search methods and exploratory data analysis criteria is in Cadima, Cerdeira, Minhoto (2003, <doi:10.1016/j.csda.2003.11.001>). Theoretical support for the leap and bounds algorithm and the criteria for the general multivariate linear model is in Duarte Silva (2001, <doi:10.1006/jmva.2000.1920>). There is a package vignette "subselect", which includes additional references.

Functions (19)

anneal

Simulated Annealing Search for an optimal k-variable subset

ccr12

First Squared Canonical Correlation for a multivariate linear hypothesis

eleaps

A Leaps and Bounds Algorithm for finding the best variable subsets

farm

Sixty-two economic indicators from 99 Portuguese farms.

gcd

Computes Yanai's GCD in the context of the variable-subset selection problem

genetic

Genetic Algorithm searching for an optimal k-variable subset

glhHmat

Total and Effect Deviation Matrices for General Linear Hypothesis

glmHmat

Input matrices for subselect search routines in generalized linear models

improve

Restricted Local Improvement search for an optimal k-variable subset

ldaHmat

Total and Between-Group Deviation Matrices in Linear Discriminant Analysis

lmHmat

Total and Effect Deviation Matrices for Linear Regression and Canonical Correlation Analysis

rm

Computes the RM coefficient for variable subset selection

rv

Computes the RV-coefficient applied to the variable subset selection problem

subselect-internal

Internal subselect Objects

tau2

Computes the Tau squared coefficient for a multivariate linear hypothesis

trimmatrix

Given an ill-conditioned square matrix, deletes rows/columns until a well-conditioned submatrix is obtained.

wald

Wald statistic for variable selection in generalized linear models

xi2

Computes the Xi squared coefficient for a multivariate linear hypothesis

zeta2

Computes the Zeta squared coefficient for a multivariate linear hypothesis

subselect

Selecting Variable Subsets

v0.15.2
GPL (>= 2)
Authors
Jorge Orestes Cerdeira [aut], Pedro Duarte Silva [aut], Jorge Cadima [aut, cre], Manuel Minhoto [aut]
Initial release
2020-03-04

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