I want to replicate the variable selection process in R similar to that of Proc Varclus. I tried a lot to search but not getting a proper way. People ave suggested Varclus function in Hmisc library and hclustvar in ClustOfVar library though I am not able to get (1-R2) ratio used for selection for both the procedures.
Please help me understand how to use them to select variable or if any other procedure is present to replicate Proc Varclus.
Sample code would be of great help.
Thanks in advance