Variable Selection for Clustering and Classification
Description
Performs variable selection/feature reduction under a clustering or
classification framework. In particular, it can be used in an automated fashion
using mixture model-based methods ('teigen' and 'mclust' are currently supported).
Can account for mixtures of non-Gaussian distributions via Manly transform (via 'ManlyMix').
See Andrews and McNicholas (2014) and Neal and McNicholas (2023)
.