Subsampling Winner Algorithm for Classification

This algorithm conducts variable selection in the classification setting. It repeatedly subsamples variables and runs linear discriminant analysis (LDA) on the subsampled variables. Variables are scored based on the AUC and the t-statistics. Variables then enter a competition and the semi-finalist variables will be evaluated in a final round of LDA classification. The algorithm then outputs a list of variable selected. Qiao, Sun and Fan (2017) <>.


Reference manual

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0.8.1 by Xingye Qiao, 4 years ago

Browse source code at

Authors: Xingye Qiao [aut, cre] , Jiayang Sun [aut] , Yiying Fan [aut]

Documentation:   PDF Manual  

GPL-3 license

Depends on ROCR, reshape, ggplot2

Suggests testthat

See at CRAN