R-package in development that implements a combination of clustering of variables with feature selection using random forests.
It depends mostly on ClutOfVar and VSURF packages.
Details are given in https://arxiv.org/abs/1608.06740.
To install the current development version from github, please use:
if (!requireNamespace("devtools", quietly = TRUE)) {
install.packages("devtools")}
devtools::install_github("robingenuer/VSURF")
The vignette gives instruction to install the package and basic instruction to apply the CoV/VSURF procedure in the context of classification and in the context of regression.