BeSS

cranv2.0.4

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. (2020) <doi:10.18637/jss.v094.i04>. The algorithm formulates coefficient parameters and residuals as

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https://CRAN.R-project.org/package=BeSS
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RcppMatrixglmnetsurvival
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First published · 2024-01-11 08:03:25

Last updated · 2024-01-11T06:13:01+00:00