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. (2017) <arXiv:1709.06254>. 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: 1.0.5
Depends: R (≥ 3.0.0)
Imports: Rcpp (≥ 0.12.6), Matrix (≥ 1.2-6), glmnet, survival
LinkingTo: Rcpp, RcppEigen
Published: 2018-01-30
Author: Canhong Wen, Aijun Zhang, Shijie Quan, Xueqin Wang
Maintainer: Canhong Wen <wencanhong at gmail.com>
License: GPL-3
NeedsCompilation: yes
Materials: README
CRAN checks: BeSS results

Downloads:

Reference manual: BeSS.pdf
Package source: BeSS_1.0.5.tar.gz
Windows binaries: r-prerel: BeSS_1.0.5.zip, r-release: BeSS_1.0.5.zip, r-oldrel: BeSS_1.0.5.zip
OS X binaries: r-prerel: BeSS_1.0.5.tgz, r-release: BeSS_1.0.5.tgz
Old sources: BeSS archive

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