kogalur/varPro: Model-Independent Variable Selection via the Rule-Based Variable Priority (VarPro)
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
Browse package contents
Package details |
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| Author | Min Lu [aut], Aster K. Shear [aut], Udaya B. Kogalur [aut, cre], Hemant Ishwaran [aut] |
| Maintainer | Udaya B. Kogalur <ubk@kogalur.com> |
| License | GPL (>=3) |
| Version | 0.0.75 |
| URL | https://www.luminwin.net/ https://ishwaran.org/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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