BranchGLM

CRANBranchGLMMaRDI QIDQ72168

Efficient Best Subset Selection for GLMs via Branch and Bound Algorithms

Jacob Seedorff

Last update: 28 January 2024

Copyright license: Apache License

Software version identifier: 2.1.0, 2.1.1, 1.0.0, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.2.0, 1.3.0, 1.3.1, 1.3.2, 2.0.0, 2.0.1, 2.1.2, 2.1.3, 2.1.4

Description

Performs efficient and scalable glm best subset selection using a novel implementation of a branch and bound algorithm.To speed up the model fitting process, a range of optimizationmethods are implemented in 'RcppArmadillo'. Parallel computation is available using 'OpenMP'.

This page was built for software: BranchGLM