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.

Version: 0.15.2
Depends: R (≥ 3.5.0)
Imports: MASS, ISwR, corpcor
Published: 2020-03-14
Author: Jorge Orestes Cerdeira [aut], Pedro Duarte Silva [aut], Jorge Cadima [aut, cre], Manuel Minhoto [aut]
Maintainer: Jorge Cadima <jcadima at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
In views: ChemPhys
CRAN checks: subselect results


Reference manual: subselect.pdf
Vignettes: subselect
Package source: subselect_0.15.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: subselect_0.15.2.tgz, r-oldrel: subselect_0.15.2.tgz
Old sources: subselect archive

Reverse dependencies:

Reverse suggests: caret, ChemometricsWithR


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