subselect
swMATH6780CRANsubselectMaRDI QIDQ18855
Selecting Variable Subsets
Pedro Duarte Silva, Jorge Cadima, Manuel Minhoto, Jorge Orestes Cerdeira
Last update: 10 July 2023
Software version identifier: 0.15.4, 0.1-1, 0.2-0, 0.3-0, 0.4-0, 0.4-1, 0.7.1, 0.7, 0.8, 0.9-0, 0.9-1, 0.9-9, 0.9-99, 0.9-999, 0.9-9991, 0.9-9992, 0.9-9993, 0.10-1, 0.11-1, 0.11-2, 0.11-3, 0.12-0, 0.12-1, 0.12-2, 0.12-3, 0.12-4, 0.12-5, 0.12-6, 0.13, 0.14, 0.15.2, 0.15.3, 0.15.5
Source code repository: https://github.com/cran/subselect
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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.
