Feature selection using Gram-Schmidt orthogonalization in R

Question

Is there any package in R that contains algorithm for feature selection using Gram-Schmidt orthogonalization?

score 2 · Answer 1 · answered Oct 03 '10 at 23:10

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See "A New Method for Generating the Design Matrix of a Linear Regression Model" by Adel M. Hallawa and Abdul-Mordy H. Azzam in The Egyptian Statistical Journal, ISSR, Cairo University

answered Oct 03 '10 at 23:10

Mohamed Ali

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score 1 · Accepted Answer · answered Jul 25 '10 at 18:38

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See Appendix A here, for a Matlab code implementation of Forward selection with Gram-Schmidt orthogonalization. If nothing else is found, at least you could rewrite it in R.

answered Jul 25 '10 at 18:38

gd047

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score 0 · Answer 3 · answered Jul 25 '10 at 19:41

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The "far" package has it.

Use Rseek. It's the second thing that came up in a search.

answered Jul 25 '10 at 19:41

John

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"far" package has only orthogonalization method which is easy to find. Actually I can use QR decomposition to orthogonalize a matrix, but it isn't aim of my question. What I'm looking for is algorithm using this orthogonalization method. – pixel Jul 25 '10 at 20:02
I guess I was thrown in this from the documentation for far ----- "orthonormalization - Orthonormalization of a set of a matrix Description: Gram-Schmidt orthogonalization of a matrix considering its columns as vectors. Normalization is provided as will." – John Jul 26 '10 at 15:54

Feature selection using Gram-Schmidt orthogonalization in R

3 Answers3