Description Details References
The package implements the Ranking-Based Variable Selection algorithm proposed in Baranowski and Fryzlewicz (2015) for variable selection in high-dimensional data.
The main routine of the package is rbvs
.
R. Baranowski, P. Fryzlewicz (2015), Ranking-Based Variable Selection, in submission (http://personal.lse.ac.uk/baranows/rbvs/rbvs.pdf)).
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