/varselTBIC

Robust variable selection for REDDA models via TBIC approximation to the integrated likelihood. It is a robust adaptation of the greedy forward search algorithm for discriminant analysis. Based on clustvarsel R package.

Primary LanguageR

varselTBIC

Lifecycle: experimental

Robust variable selection for REDDA models via TBIC approximation to the integrated likelihood. It is a robust adaptation of the greedy forward search algorithm for discriminant analysis. Based on clustvarsel R package.

This repository is associated with the papers

Installation

You can install the development version of varselTBIC from GitHub with:

# install.packages("devtools")
devtools::install_github("AndreaCappozzo/varselTBIC")