This is a repo under construction for a collection of results and codes on the research of the Partition Retention method.
PNAS2015
Lo, A., T. Zheng, H., Chernoff and S.-H. Lo (2015)
"Why significant variables aren't automatically good predictors". The Proceedings of National Academy of Sciences of United States of America (PNAS) 112 (45), 13892-13897