rbvs (version 1.0.2)

rbvs-package: Ranking-Based Variable Selection

Description

The package implements the Ranking-Based Variable Selection algorithm proposed in Baranowski and Fryzlewicz (2015) for variable selection in high-dimensional data.

Details

The main routine of the package is rbvs.

References

R. Baranowski, P. Fryzlewicz (2015), Ranking-Based Variable Selection, in submission (http://personal.lse.ac.uk/baranows/rbvs/rbvs.pdf)).