naveedmerchant/BayesScreening: Classical and Bayesian Screening for Binary Classification

This package is intended to be used for screening important variables in the binary classification setting. This should be useful for data sets with very large amounts of predictors. Also provides implementation of non parametric Bayesian tests for equality of distributions, and methods to draw from their predictive posterior.

install.packages("remotes")
remotes::install_github("naveedmerchant/BayesScreening")