A simple method
to select the best model or best subset of variables using
different types of data (binary, Gaussian or Poisson) and
applying it in different contexts (parametric or non-parametric).
Implemented methodology described in: M. Sestelo, N. M. Villanueva,
L. Meira-Machado and J. Roca-Pardiñas (2016). FWDselect: an R package for
variable selection in regression models. The R Journal, 8 (1), 132-148.