There are some pointers to packages for variable selection in the task
view for Chemometrics and Computational Physics at
http://cran.r-project.org/web/views/ChemPhys.html

On Sun, 21 Sep 2008, Gareth Campbell wrote:

> Hello all,
>
> I'm dealing with geochemical analyses of some rocks.
>
> If I use the full composition (31 elements or variables), I can get
> reasonable separation of my 6 sources.  Then when I go onto do LDA with the
> 6 groups, I get excellent separation.
>
> I feel like I should be reducing the variables to thos that are providing
> the most discrimination between the groups as this is important information
> for me.  I struggle to interpret the PCA plot in a way that helps me (due to
> the large number of elements).  So I'm trying to do some sort of step-wise
> variable selection.
>
> I would love to hear from someone (possibly a geochemist or similar) who
> does this regularly to determine the best course of action in R to do this.
>
>
> Thanks very much
>
>
> --
> Gareth Campbell
> PhD Candidate
> The University of Auckland
>
> P +649 815 3670
> M +6421 256 3511
> E [EMAIL PROTECTED]
> [EMAIL PROTECTED]
>
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>
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