BeSS

swMATH19703CRANBeSSMaRDI QIDQ31528FDOQ31528

Best Subset Selection in Linear, Logistic and CoxPH Models

Shijie Quan, Aijun Zhang, Xueqin Wang, Canhong Wen

Last update: 11 January 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.0.3, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0.6, 1.0.7, 1.0.8, 1.0.9, 2.0.0, 2.0.2, 2.0.4

Source code repository: https://github.com/cran/BeSS

Description

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.

Cites work

• BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models

Cited In (1)

• Subset selection in network-linked data

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