[R] Pre-model Variable Reduction

[Gabor Grothendieck]

See:

?prcomp
?princomp

On Tue, Dec 9, 2008 at 5:34 AM, Harsh <singhalblr at gmail.com> wrote:
> Hello All,
> I am trying to carry out variable reduction. I do not have information
> about the dependent variable, and have only the X variables as it
> were.
> In selecting variables I wish to keep, I have considered the following criteria.
> 1) Percentage of missing value in each column/variable
> 2) Variance of each variable, with a cut-off value.
>
> I recently came across Weka and found that there is an RWeka package
> which would allow me to make use of Weka through R.
> Weka provides a "Genetic search" variable reduction method, but I
> could not find its R code implementation in the RWeka Pdf file on
> CRAN.
>
> I looked for other R packages that allow me to do variable reduction
> without considering a dependent variable. I came across 'dprep'
> package but it does not have a Windows implementation.
>
> Moreover, I have a dataset that contains continuous and categorical
> variables, some categorical variables having 3 levels, 10 levels and
> so on, till a max 50 levels (E.g. States in the USA).
>
> Any suggestions in this regard will be much appreciated.
>
> Thank you
>
> Harsh Singhal
> Decision Systems,
> Mu Sigma, Inc.
>
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