r-multiselect

Uses multiple AUCs to select a combination of predictors when the outcome has multiple (ordered) levels and the focus is discriminating one particular level from the others. This method is most naturally applied to settings where the outcome has three levels. (Meisner, A, Parikh, CR, and Kerr, KF (2017) <http://biostats.bepress.com/uwbiostat/paper423/>.)