DMRnet

R package DMRnet: Delete or Merge Regressors Algorithms for Linear and Logistic Model Selection and High-Dimensional Data. Model selection algorithms for regression and classification, where the predictors can be numerical and categorical and the number of regressors exceeds the number of observations. The selected model consists of a subset of numerical regressors and partitions of levels of factors. Aleksandra Maj-Kańska, Piotr Pokarowski and Agnieszka Prochenka (2015) <doi:10.1214/15-EJS1050>. Piotr Pokarowski and Jan Mielniczuk (2015) <http://www.jmlr.org/papers/volume16/pokarowski15a/pokarowski15a.pdf>.

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