V-WSP variable reduction for MATLAB
The V-WSP variable reduction for MATLAB is a MATLAB routine for calculating unsupervised variable reduction based on V-WSP algorithm. Help is provided in the wsp_reduction routine. Further info on the algorithm can be found in the following paper: D. Ballabio, V. Consonni, A. Mauri, M. Claeys-Bruno, M. Sergent, R. Todeschini. A novel variable reduction method adapted from space-filling designs. Chemometrics and Intelligent Laboratory Systems (2014), 136, 147-154. Four datasets (simulated, aphid, coffee and biodeg) are provided as example files.
 
 Conditions and warranty
The routine is freeware and may be used (but not modified) if proper reference is given to the authors. Preferably refer to the followign paper:

D. Ballabio, V. Consonni, A. Mauri, M. Claeys-Bruno, M. Sergent, R. Todeschini. A novel variable reduction method adapted from space-filling designs. Chemometrics and Intelligent Laboratory Systems (2014), 136, 147-154.

In short, no guarantees, whatsoever, are given for the quality of this toolbox or for the consequences of its use. It is inevitable that there will be some bugs, but we have tried to test the algorithms thoroughly.

 
 Source

You can freely download the MATLAB modules:

download V-WSP variable reduction