Hi JC,

Some time ago, I performed a gene expression analysis. First, I started with R, because there are a lot of tools and functions for that purpose. But when I replicated some results, R became too small and I needed change to Matlab. I don´t know if Matlab or Octave contain functions for Gene Selection analyses. For more specificity, what is your aim?

Scikit-learn.org (Python lib)

I am preparing to implement a gene selection and disease classification algorithm. So before doing this, thinking which software to start.

You may be looking at contradictory requirements. Light and fast, or capable and useful result - however, try:

CART from Salford Systems has provided vary good results for me - but it is expensive and is often difficult to use and organize extended experiments.

CLOP is a toolbox in Matlab which may work for you - see http://www.clopinet.com/