Package: MultiVarSel 1.1.3

MultiVarSel: Variable Selection in a Multivariate Linear Model

It performs variable selection in a multivariate linear model by estimating the covariance matrix of the residuals then use it to remove the dependence that may exist among the responses and eventually performs variable selection by using the Lasso criterion. The method is described in the paper Perrot-Dockès et al. (2017) <arxiv:1704.00076>.

Authors:Marie Perrot-Dockès, Céline Lévy-Leduc, Julien Chiquet

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MultiVarSel.pdf |MultiVarSel.html
MultiVarSel/json (API)

# Install 'MultiVarSel' in R:
install.packages('MultiVarSel', repos = c('https://marie-perrotdockes.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • Y - This is a metabolomic dataset from 30 copals samples of trees coming from Africa
  • group - This is a qualitative variable indicating the type of tree each row of Y is.
  • metab - This is a dataset containing the abundance of 199 metabolites from 9 seeds samples just after germination. The temperature of seed maturation vary between the different seeds.
  • prot - This is a dataset containing the abundance of 724 proteins from 9 seeds samples just after germination. The temperature of seed maturation vary between the different seeds.

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 8 scripts 159 downloads 4 exports 10 dependencies

Last updated 6 years agofrom:f2856dae70. Checks:4 OK, 5 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 15 2025
R-4.5-winOKMar 15 2025
R-4.5-macOKMar 15 2025
R-4.5-linuxOKMar 15 2025
R-4.4-winNOTEMar 15 2025
R-4.4-macNOTEMar 15 2025
R-4.4-linuxNOTEMar 15 2025
R-4.3-winNOTEMar 15 2025
R-4.3-macNOTEMar 15 2025

Exports:variable_selectionwhiteningwhitening_choicewhitening_test

Dependencies:codetoolsforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvival

MultiVarSel

Rendered fromMultiVarSel.pdf.asisusingR.rsp::asison Mar 15 2025.

Last update: 2018-04-13
Started: 2018-04-13