varPro: Model-Independent Variable Selection via the Rule-Based Variable Priority

A new framework of variable selection, which instead of generating artificial covariates such as permutation importance and knockoffs, creates release rules to examine the affect on the response for each covariate where the conditional distribution of the response variable can be arbitrary and unknown.

Getting started

Package details

AuthorMin Lu [aut], Aster K. Shear [aut], Udaya B. Kogalur [aut, cre], Hemant Ishwaran [aut]
MaintainerUdaya B. Kogalur <ubk@kogalur.com>
LicenseGPL (>= 3)
Version2.1.0
URL https://www.varprotools.org/ https://www.luminwin.net/ https://ishwaran.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("varPro")

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varPro documentation built on Feb. 12, 2026, 5:07 p.m.