Dear Reader, You will find in the associated text files ("novas-commandlines.R", "novas-routines.R", and "novas-simulations.R") the materials needed for implementing the statistical methodology detailed in the paper FERRATY F., HALL P. An Algorithm for Nonlinear, Nonparametric Model Choice and Prediction This method aims to select nonparametrically few variables among a large set of covariates for predicting a scalar response. The file "novas-routines.R" contains the whole set of R routines dealing with NOVAS (NOnparametric Variable Selection) which includes several routines ("llreg", "novas", "novas.stepwise", and "predict.novas") The file "novas-commandlines.R" contains all R commandlines allowing to implement the nonparametric variable selection with different datasets: ==> petroleum prediction problem: given samples of gasoline, one predicts the octane number by selecting nonparametrically few wavelengths involved in the corresponding near-infrared spectrum; ==> food industry dataset: given a samples of meat, one predicts the fat content by selecting nonparametrically few wavelengths involved in the corresponding near-infrared spectrum; ==> genomics dataset: given a sample containing 3116 genes expressions and 9 clinical responses, one predicts each clinical variable by selecting nonparametrically few genes expressions) The file "novas-simulations.R" contains all R commandlines allowing to reproduce the results given in TABLE 4 of the above-mentioned work. How to use this material? 1) open an R session 2) follow the instructions given in the text file "novas-commandlines.R" or "novas-simulations.R" (copy-paste the R commandlines into your R session) Copyright: these materials may be downloaded freely for your own personal study. Use for any commercial purpose is forbidden.