subselect

swMATH6780CRANsubselectMaRDI QIDQ18855FDOQ18855

Selecting Variable Subsets

Jorge Orestes Cerdeira, Pedro Duarte Silva, Manuel Minhoto, Jorge Cadima

Last update: 10 July 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

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

Description

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.

Cites work

• Computational aspects of algorithms for variable selection in the context of principal components
• Efficient Variable Screening for Multivariate Analysis

Cited In (3)

• A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
• Applied Predictive Modeling
• Resampling-based information criteria for best-subset regression

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