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.


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install.packages("subselect")

0.15.2 by Jorge Cadima, 2 years ago


Browse source code at https://github.com/cran/subselect


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