R/`flevr`: flexible, ensemble-based variable selection

Methodology authors: Brian Williamson, Ying Huang

Introduction

flevr is an R package for doing variable selection based on flexible ensembles. The package provides functions for extrinsic variable selection using the Super Learner and for intrinsic variable selection using the Shapley Population Variable Importance Measure (SPVIM).

The author and maintainer of the flevr package is Brian Williamson. For details on the method, check out our preprint.

Installation

You can install a development release of flevr from GitHub via devtools by running the following code:

# install devtools if you haven't already
# install.packages("devtools", repos = "https://cloud.r-project.org")
devtools::install_github(repo = "bdwilliamson/flevr")

Example

Issues

If you encounter any bugs or have any specific feature requests, please file an issue.

Citation

After using the flevr package, please cite the following:

@article{williamson2023,
    author={Williamson, BD and Huang, Y},
    title={Flexible variable selection in the presence of missing data},
    journal={International Journal of Biostatistics},
    year={2023},
    url={https://arxiv.org/abs/2202.12989}
}

License

The contents of this repository are distributed under the MIT license. See below for details:

MIT License

Copyright (c) [2021--present] [Brian D. Williamson]

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of this software and associated documentation files (the "Software"), to deal
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