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A novel unified covariates selection algorithm called Swiss knife covariates selection (SKCovSel) is presented. It is suitable for selecting covariates in a wide range of data scenarios such as a single two‐way data block, two‐way multiblock, multiway, multiway multiblock, selection of covariates along different modes for multiway data blocks and for selecting covariates for all mentioned cases in...
Covariate's selection (CovSel) is a variable selection technique in the domain of chemometrics and is commonly used for extracting variables carrying high covariance with response variables. CovSel is a special case of partial least square analysis, where at each weight estimation step, the weight vector is of the binary form to select the variables. In the earlier algorithm of the CovSel which is...
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