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

MultiVarSel_1.1.3.tar.gz
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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:

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

2.00 score 7 scripts 165 downloads 4 exports 10 dependencies

Last updated 6 years agofrom:f2856dae70. Checks:OK: 3 NOTE: 4. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 15 2024
R-4.5-win	OK	Nov 15 2024
R-4.5-linux	OK	Nov 15 2024
R-4.4-win	NOTE	Nov 15 2024
R-4.4-mac	NOTE	Nov 15 2024
R-4.3-win	NOTE	Nov 15 2024
R-4.3-mac	NOTE	Nov 15 2024

Exports:variable_selection whitening whitening_choice whitening_test

Dependencies:codetools foreach glmnet iterators lattice Matrix Rcpp RcppEigen shape survival

MultiVarSel

Rendered fromMultiVarSel.pdf.asisusingR.rsp::asison Nov 15 2024.

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

Citation

Readme and manuals

Help Manual

Help page	Topics
Package	MultiVarSel-package MultiVarSelect
Copals data	copals_camera
This is a qualitative variable indicating the type of tree each row of Y is.	group
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.	metab
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.	prot
This function allows the user to select the most relevant variables thanks to the estimation of their selection frequencies obtained by the stability selection approach.	variable_selection
This function provides an estimation of the inverse of the square root of the covariance matrix of each row of the residuals matrix.	whitening
This function helps to choose the best whitening strategy among the following types of dependence modellings: AR1, ARMA, non parametric and without any whitening.	whitening_choice
This function provides the p-value of an adaptation of the Portmanteau statistic to test if there is some dependence in the rows of the residuals matrix given as an argument of the function.	whitening_test
This is a metabolomic dataset from 30 copals samples of trees coming from Africa	Y