The Gaussian Covariate Method for Variable Selection


[Up] [Top]

Documentation for package ‘gausscov’ version 1.1.3

Help Pages

abcq American Business Cycle
boston Boston data
decode Decodes the number of a subset selected by fasb.R to give the covariates
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.
fgeninter Generation of interactions
fgentrig Generation of sine and cosine functions
fgr1st Calculates a dependence graph using Gaussian 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
fundr Converts directed into an undirected graph
leukemia Leukemia data set
mel_temp Melbourne minimum temperature
redwine Redwine data
simgpval Simulates Gaussian P-values
snspt Sunspot data
vardata USA economics data