BeSS: Best Subset Selection in Linear, Logistic and CoxPH Models

An implementation of best subset selection in generalized linear model and Cox proportional hazard model via the primal dual active set algorithm proposed by Wen, C., Zhang, A., Quan, S. and Wang, X. (2020) <doi:10.18637/jss.v094.i04>. The algorithm formulates coefficient parameters and residuals as primal and dual variables and utilizes efficient active set selection strategies based on the complementarity of the primal and dual variables.

Version: 2.0.3
Depends: R (≥ 3.0.0)
Imports: Rcpp (≥ 0.12.6), Matrix (≥ 1.2-6), glmnet, survival
LinkingTo: Rcpp, RcppEigen
Published: 2021-04-22
Author: Canhong Wen [aut, cre], Aijun Zhang [aut], Shijie Quan [aut], Xueqin Wang [aut]
Maintainer: Canhong Wen <wencanhong at gmail.com>
License: GPL-3
NeedsCompilation: yes
Citation: BeSS citation info
Materials: README
CRAN checks: BeSS results

Documentation:

Reference manual: BeSS.pdf

Downloads:

Package source: BeSS_2.0.3.tar.gz
Windows binaries: r-devel: BeSS_2.0.3.zip, r-release: BeSS_2.0.3.zip, r-oldrel: BeSS_2.0.3.zip
macOS binaries: r-release (arm64): BeSS_2.0.3.tgz, r-oldrel (arm64): BeSS_2.0.3.tgz, r-release (x86_64): BeSS_2.0.3.tgz, r-oldrel (x86_64): BeSS_2.0.3.tgz
Old sources: BeSS archive

Reverse dependencies:

Reverse suggests: FRESA.CAD

Linking:

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