This is a wrapper-package for glmnet-lasso, xgboost and ranger. It can be installed using the install_github('mlampros/FeatureSelection') of the devtools package. After downloading use ? to read info about each function (i.e. ?feature_selection). More details can be found in the [blog post](http://mlampros.github.io/2016/02/14/feature-selection/).
UPDATED : 18-05-2016 [ I added tests and code-coverage ]