OPTS: Optimization via Subsampling (OPTS)
Subsampling based variable selection for low dimensional generalized linear models. The methods repeatedly subsample the data minimizing an information criterion (AIC/BIC) over a sequence of nested models for each subsample. Marinela Capanu, Mihai Giurcanu, Colin B Begg, Mithat Gonen, Subsampling based variable selection for generalized linear models.
| Version: |
0.1 |
| Imports: |
MASS, cvTools, changepoint |
| Published: |
2022-05-25 |
| Author: |
Mihai Giurcanu [aut, cre],
Marinela Capanu [aut, ctb],
Colin Begg [aut],
Mithat Gonen [aut] |
| Maintainer: |
Mihai Giurcanu <giurcanu at uchicago.edu> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
OPTS results |
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