Praznik is an R package containing a collection of information theory-based tools for feature selection and scoring. The library is described in
Among others, it provides efficient implementations of several information-based filter methods, including CMIM, DISR, JMI, JMIM and mRMR, as well as corresponding feature scorers allowing for experiments and development of novel methods.
You can install from CRAN, or directly from GitLab with:
devtools::install_gitlab('mbq/praznik')