NBvarsel - Variable Selection via Cross-Validated Net Benefit
Performs exhaustive or groupwise (backward elimination)
variable selection for binary outcome prediction models using
cross-validated Net Benefit as the optimization criterion. It
supports predictor costs, restricted cubic splines, interaction
terms, permutation importance, and parallel computation. It
includes visualizations for model comparison and variable
importance. References include Vickers AJ & Elkin EB (2006)
<doi:10.1177/0272989X06295361>, Van Calster B et al. (2018)
<doi:10.1016/j.eururo.2018.08.038>, Vickers AJ et al. (2019)
<doi:10.1186/s41512-019-0064-7>, and Baker SG et al. (2012)
<doi:10.1515/1557-4679.1395>.