Variable Selection in a Multivariate Linear Model


[Up] [Top]

Documentation for package ‘MultiVarSel’ version 1.1.2

Help Pages

group This is a qualitative variable indicating the type of tree each row of Y is.
variable_selection 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.
whitening This function provides an estimation of the inverse of the square root of the covariance matrix of each row of the residuals matrix.
whitening_choice 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_test 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.
Y This is a metabolomic dataset from 30 copals samples of trees coming from Africa