varrank: an R package for variable ranking based on mutual information with applications to observed systemic datasets. This article describes the R package varrank. It has a flexible implementation of heuristic approaches which perform variable ranking based on mutual information. The package is particularly suitable for exploring multivariate datasets requiring a holistic analysis. The core functionality is a general implementation of the minimum redundancy maximum relevance (mRMRe) model. This approach is based on information theory metrics. It is compatible with discrete and continuous data which are discretised using a large choice of possible rules. The two main problems that can be addressed by this package are the selection of the most representative variables for modeling a collection of variables of interest, i.e., dimension reduction, and variable ranking with respect to a set of variables of interest.
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Gilles Kratzer, Fraser Iain Lewis, Arianna Comin, Marta Pittavino, Reinhard Furrer: Additive Bayesian Network Modelling with the R Package abn (2019) arXiv
- Gilles Kratzer, Reinhard Furrer: varrank: an R package for variable ranking based on mutual information with applications to observed systemic datasets (2018) arXiv