zeta2.coef
(Package: subselect) :
Computes the Zeta squared coefficient for a multivariate linear hypothesis
Computes the Zeta squared index of "effect magnitude". The maximization of this criterion is equivalent to the maximization of the traditional test statistic, the Lawley-Hotelling trace.
anneal
(Package: subselect) :
Simulated Annealing Search for an optimal k-variable subset
Given a set of variables, a Simulated Annealing algorithm seeks a k-variable subset which is optimal, as a surrogate for the whole set, with respect to a given criterion.
xi2.coef
(Package: subselect) :
Computes the Xi squared coefficient for a multivariate linear hypothesis
Computes the Xi squared index of "effect magnitude". The maximization of this criterion is equivalent to the maximization of the traditional test statistic, the Bartllet-Pillai trace.
ldaHmat
(Package: subselect) :
Total and Between-Group Deviation Matrices in Linear Discriminant Analysis
Computes total and between-group matrices of Sums of Squares and Cross-Product (SSCP) deviations in linear discriminant analysis. These matrices may be used as input to the variable selection search routines anneal, geneticimprove or eleaps.
trim.matrix
(Package: subselect) :
Given an ill-conditioned square matrix, deletes rows/columns
This function seeks to deal with ill-conditioned matrices, for which the search algorithms of optimal k-variable subsets could encounter numerical problems. Given a square matrix mat which is assumed positive semi-definite, the function checks whether it has reciprocal of the 2-norm condition number (i.e., the ratio of the smallest to the largest eigenvalue) smaller than tolval. If not, the matrix is considered well-conditioned and remains unchanged. If the ratio of the smallest to largest eigenvalue is smaller than tolval, an iterative process is begun, which deletes rows/columns (using Jolliffe's method for subset selections described on pg. 138 of the Reference below) until a principal submatrix with reciprocal of the condition number larger than tolval is obtained.
glhHmat
(Package: subselect) :
Total and Effect Deviation Matrices for General Linear Hypothesis
Computes total and effect matrices of Sums of Squares and Cross-Product (SSCP) deviations for a general multivariate effect characterized by the violation of a linear hypothesis. These matrices may be used as input to the variable selection search routines anneal, geneticimprove or eleaps.
rm.coef
(Package: subselect) :
Computes the RM coefficient for variable subset selection
Computes the RM coefficient, measuring the similarity of the spectral decompositions of a p-variable data matrix, and of the matrix which results from regressing all the variables on a subset of only k variables.
lmHmat
(Package: subselect) :
Total and Effect Deviation Matrices for Linear Regression and Canonical Correlation Analysis
Computes total an effect matrices of Sums of Squares and Cross-Product (SSCP) deviations, divided by a normalizing constant, in linear regression or canonical correlation analysis. These matrices may be used as input to the variable selection search routines anneal, geneticimprove or eleaps.