The system and method of selecting the variables of one or more used for the statistical model

摘要

It is a method for selecting a variable of one or more used in the statistical model. Regarding variable multivariate data, the steps of creating a subset plurality of unique, the method comprising the steps of determining the performance of the discriminant rule when used for each of the subsets, substantially, the method and Thailand determination rules I have a step of selecting the variables of one or more from at least one of the steps is based on the multivariate normal class density with angular covariance matrix, the subset showed desirable performance determination rules.