# The Gaussian Covariate Method for Variable Selection

## Documentation for package ‘gausscov’ version 0.1.6

- DESCRIPTION file.

## Help Pages

abcq | American Business Cycle
boston | Boston data
decode | Decodes the number of a subset selected by fasb.R to give the covariates
decomp | Decomposes given coded interactions into their component parts
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
fgr2st | Calculates an independence graph using repeated stepwise selection
fgrall | Calculates a dependence graph using Gaussian all subset selection
flag | Calculation of lagged covariates
fnfp | Estimates the number of false positives for given dimensions (n,k) and given order statistics nu
fpsired | Calculates Hampel's redescending psi function
fpval | Calculates the regression coefficients, the P-values and the standard P-values for the chosen subset ind
fr1st | Robust stepwise selection of covariates
frasb | Robust selection of covariates using Huber's psi-function or Hampel's redescending psi-function based on all subsets
frpval | Robust regression using Huber's psi-function or Hampel's three part redescending psi-function providing P-values
fselect | Selects the subsets specified by fasb.R and frasb.R.
fundr | Converts directed into an undirected graph
fvauto | Vector autoregressive approximation
leukemia | Leukemia data
mel_temp | Melbourne minimum temperature
nufp | nufp
redwine | Redwine data
snspt | Sunspot data