Performs variable selection/feature reduction under a clustering or classification framework. In particular, it can be used in an automated fashion using mixture model-based methods ('teigen' and 'mclust' are currently supported). Can account for mixtures of non-Gaussian distributions via Manly transform (via 'ManlyMix'). See Andrews and McNicholas (2014) <doi:10.1007/s00357-013-9139-2> and Neal and McNicholas (2023) <doi:10.48550/arXiv.2305.16464>.
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