Variable Selection in a Multivariate Linear Model

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Documentation for package ‘MultiVarSel’ version 1.1.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

MultiVarSel-package	Package
copals_camera	Copals data
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.
MultiVarSelect	Package
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.
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