Variable selection - update all methods

[AniekMarkus]

• Methods implemented with the following design principle:

Wrapper – Forward/Backward selection, Boruta -> Feature engineering
Filter – NJMIM, Univariate selection -> Feature engineering
Embedded – LASSO / IHT -> Model development

• All feature engineering methods combined in one R script VariableSelection.R

[AniekMarkus]

This pull request includes branches:

• _variable_selection_boruta
• _variable_selection_iht_cv
  (these can thus be removed)

[AniekMarkus]

This check is failing:

Error (test-featureImportance.R:60:3): feature importance works with logger or without covariates ──
Error in UseMethod("filter"): no applicable method for 'filter' applied to an object of class "NULL"

[egillax]

I just looked at the failing test. That was because the unvariateFeatureSelection wasn't handling the case correctly when you ask about top K features and there are <= K features in the dataset. In that case it would remove all the data since covariateIdsInclude was NULL. I changed it to keep all data in that case. Let's see if things pass now.

[egillax]

@AniekMarkus currently this is failing because of warnings in the R check. Generally we want to make sure it passes R check (no errors and warnings) locally before creating a PR.

You can run it locally using devtools devtools::check()

[codecov-commenter]

Codecov Report

Attention: 233 lines in your changes are missing coverage. Please review.

Comparison is base (5c35732) 86.85% compared to head (3ee55bd) 85.80%.

❗ Current head 3ee55bd differs from pull request most recent head e52c65f. Consider uploading reports for the commit e52c65f to get more accurate results

Files	Patch %	Lines
R/VariableSelection.R	34.14%	135 Missing ⚠️
R/CyclopsModels.R	4.04%	95 Missing ⚠️
R/CyclopsSettings.R	50.00%	3 Missing ⚠️

Additional details and impacted files

@@                  Coverage Diff                   @@
##           variable_selection      #15      +/-   ##
======================================================
- Coverage               86.85%   85.80%   -1.05%     
======================================================
  Files                      51       50       -1     
  Lines                    9867    10006     +139     
======================================================
+ Hits                     8570     8586      +16     
- Misses                   1297     1420     +123     

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