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, ). Theoretical support for the leap and bounds algorithm and the criteria for the general multivariate linear model is in Duarte Silva (2001, ). There is a package vignette "subselect", which includes additional references.


Reference manual

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0.15.2 by Jorge Cadima, 2 years ago

Browse source code at

Authors: Jorge Orestes Cerdeira [aut] , Pedro Duarte Silva [aut] , Jorge Cadima [aut, cre] , Manuel Minhoto [aut]

Documentation:   PDF Manual  

Task views: Chemometrics and Computational Physics

GPL (>= 2) license

Imports MASS, ISwR, corpcor

Suggested by caret.

See at CRAN