BranchGLM

Last update 28 January 2024

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