variable-selection topic
modelselection
Case studies on model assessment, model selection and inference after model selection
projpred
Projection predictive variable selection
WOE-and-IV
mboost
Boosting algorithms for fitting generalized linear, additive and interaction models to potentially high-dimensional data. The current relase version can be found on CRAN (http://cran.r-project.org/pac...
pycopent
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in...
CAST
Developer Version of the R package CAST: Caret Applications for Spatio-Temporal models
BAS
BAS R package https://merliseclyde.github.io/BAS/
stabs
Stability Selection with Error Control
gamboostLSS
Boosting models for fitting generalized additive models for location, shape and scale (GAMLSS) to potentially high dimensional data. The current relase version can be found on CRAN (https://cran.r-pro...
copent
R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test