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This article describes the R package varrank. It has a flexibleimplementation of heuristic approaches which perform variable ranking based onmutual information. The package is particularly suitable for exploringmultivariate datasets requiring a holistic analysis. The core functionality isa general implementation of the minimum redundancy maximum relevance (mRMRe)model. This approach is based on information theory metrics. It is compatiblewith discrete and continuous data which are discretised using a large choice ofpossible rules. The two main problems that can be addressed by this package arethe selection of the most representative variables for modeling a collection ofvariables of interest, i.e., dimension reduction, and variable ranking withrespect to a set of variables of interest.

varrank: an R package for variable ranking based on mutual information with applications to observed systemic datasets