The Gaussian Covariate Method for Variable Selection

Documentation for package ‘gausscov’ version 0.0.2

boston	Boston data
colon.x	Colon data
colon.y	Colon data
decode	Decodes the number of a subset selected by flmmdch to give the covariates
decomp	decompose a given interaction ic into its component parts
fgeninter	generation of interactions
fgraphst	Calculates an independence graph for a set of variables using stepwise selection
fgraphstst	Calculates an independence graph for a set of variables using repeated stepwise selection
flmmdch	Calculates all possible subsets and selects those where each included covariate is significant.
frobreg	Robust regression using Huber's psi-function
frobstepwise	robust stepwise selection of covariates
fselect	Selects the subsets specified by flmmdch. It is called by flmmdch
fsimords	Simulates the number of false positives for given dimensions (n,k) and given order statistic nu
fstepstepwise	Repeated stepwise selection of covariates
fstepwise	Stepwise selection of covariates
lx.original	Leukemia data
ly.original	Leukemia data
prostate.x	Prostate cancer data
prostate.y	Prostate cancer data
redwine	Redwine data
stackloss	Stack loss data