The R package implements the rare feature selection framework introduced in Yan, X. and Bien, J. (2018) "Rare Feature Selection in High Dimensions".

To install rare using the devtools R package, type

devtools::install_github("yanxht/rare", build_vignettes = TRUE)

in R. This installs rare and builds its vignette. Learn to use rare with its vignette by typing

vignette("rare-vignette")

in R.