The traditional approach to the interpretation of the results from a Principal Component Analysis implicitly discards variables that are weakly correlated with the most important and/or most interesting Principal Components. Some authors argue that this practice is potentially misleading and...

An implementation of enhanced versions of the classical Leaps and Bounds algorithm for variable selection is provided. Features of this implementation include: (i) The availability of general routines capable of handling many different statistical methodologies and comparison criteria. (ii)...