The Gaussian Covariate Method for Variable Selection


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Documentation for package ‘gausscov’ version 1.0.3

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abcq American Business Cycle
boston Boston data
decode decodes subsets
f1st Stepwise selection of covariates
f2st Repeated stepwise selection of covariates
f3st Stepwise selection of covariates
f3sti Selection of covariates with given excluded covariates
fasb Calculates all subsets where each included covariate is significant.
fdecode Decodes the number of a subset selected by fasb.R to give the covariates
fgeninter Generation of interactions
fgentrig Generation of sine and cosine functions
fgr1st Calculates a dependence graph using Gaussian stepwise selection
fgr2st Calculates an independence graph using repeated stepwise selection
flag Calculation of lagged covariates
fpval Calculates the regression coefficients, the P-values and the standard P-values for the chosen subset ind
fselect Selects the subsets specified by fasb.R and frasb.R.
fundr Converts directed into an undirected graph
fvauto Vector autoregressive approximation
leukemia Leukemia data
mel_temp Melbourne minimum temperature
redwine Redwine data
simgpval Simulates Gaussian P-values
snspt Sunspot data