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Release of a new package steprf: Stepwise Predictive Variable Selection for Random Forest

1 message · Jin Li

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Hi All,

A new package `steprf` is now available on CRAN.  It introduces several
novel predictive variable selection methods for random forest (RF). They
are based on various variable  importance methods and predictive accuracy
in stepwise algorithms. Their performance can be seen in the references
cited in the description of the package.

Cheers,