ofw: AnRPackage to Select Continuous Variables for Multiclass Classification with a Stochastic Wrapper Method
Kim‐Anh Lê Cao, Patrick Chabrier · Journal of Statistical Software · 2008
When dealing with high dimensional and low sample size data, feature selection is often needed to help reduce the dimension of the variable space while optimizing the classification task. Few tools exist for selecting variables in such data sets, especially when classes are numerous (>2). We have developed ofw, an R package that implements, in the context of classification, the meta algorithm