Doesn't the mda library do this? Disr. Analysis using MARS.
Tom
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>-----Original Message-----
>From: s-news-owner@lists.biostat.wustl.edu
>[mailto:s-news-owner@lists.biostat.wustl.edu]On Behalf Of Prof Brian D
>Ripley
>Sent: Wednesday, November 29, 2000 11:25 AM
>To: Francois Collin
>Cc: s-news
>Subject: Re: [S] Selection of variables in Discr. Analysis
>
>
>On Wed, 29 Nov 2000, Francois Collin wrote:
>
>> Hello:
>> I am running S-plus on Windows NT.
>> I am working on a classification problem with many feature variables.
>> Are there functions which implement some of the usual variable selection
>> procedures?
>> Thanks in advance for pointers.
>
>Not that I know of, and with good reason. They are very dependent on
>unrealistic assumptions. You would do better to use stepAIC on logistic
>regression (glm or multinom).
>
>--
>Brian D. Ripley, ripley@stats.ox.ac.uk
>Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
>University of Oxford, Tel: +44 1865 272861 (self)
>1 South Parks Road, +44 1865 272860 (secr)
>Oxford OX1 3TG, UK Fax: +44 1865 272595
>
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