No packages match
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. (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.
Last updated
cpp
2.85 score 3 stars 34 scripts 454 downloadsglmlep - Fit GLM with LEP-Based Penalized Maximum Likelihood
Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by LEP.
Last updated
cpp
1.00 score 3 scripts 293 downloads