pye - Penalized Youden Index Estimator
Implements the Penalized Youden Index Estimator (PYE) and
the Covariate-Adjusted Youden Index Estimator (covYI),
providing a novel framework for feature and covariate selection
and combination in high-dimensional binary classification
problems. Methodologies are based on Salaroli and Pardo (2023)
<doi:10.1016/j.chemolab.2023.104786> and an unpublished
manuscript by Salaroli and Pardo (2026) under review.