[Feature] Add univariate variable selection in R

[AniekMarkus]

Is your feature request related to a problem? Please describe.
Univariate and Random Forest feature selection both rely on python.

Describe the solution you'd like
It would be good to add a basic univariate selection method in R that does not require python. Some model algorithms (like EXPLORE) require a pre-variable selection step to make it computationally feasible but don't require python to train the model. Hence, it is simpler and more user friendly to have these functions in R as there is quite a start up cost to using a python environment.

Describe alternatives you've considered

Additional context
There is preliminary work in a branch @mi-erasmusmc/variable_selection

@egillax @rossdwilliams