The gamma-OMP Feature Selection Algorithm

The gamma-Orthogonal Matching Pursuit (gamma-OMP) is a recently suggested modification of the OMP feature selection algorithm for a wide range of response variables. The package offers many alternative regression models, such linear, robust, survival, multivariate etc., including k-fold cross-validation. References: Tsagris M., Papadovasilakis Z., Lakiotaki K. and Tsamardinos I. (2018). "Efficient feature selection on gene expression data: Which algorithm to use?" BioRxiv. . Tsagris M., Papadovasilakis Z., Lakiotaki K. and Tsamardinos I. (2022). "The gamma-OMP algorithm for feature selection with application to gene expression data". IEEE/ACM Transactions on Computational Biology and Bioinformatics 19(2): 1214--1224. .