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BranchGLM  

Efficient Best Subset Selection for GLMs via Branch and Bound Algorithms
View on CRAN: Click here


Download and install BranchGLM package within the R console
Install from CRAN:
install.packages("BranchGLM")

Install from Github:
library("remotes")
install_github("cran/BranchGLM")

Install by package version:
library("remotes")
install_version("BranchGLM", "2.1.5")



Attach the package and use:
library("BranchGLM")
Maintained by
Jacob Seedorff
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-05-19
Latest Update: 2023-08-31
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 optimization methods are implemented in 'RcppArmadillo'. Parallel computation is available using 'OpenMP'.
How to cite:
Jacob Seedorff (2022). BranchGLM: Efficient Best Subset Selection for GLMs via Branch and Bound Algorithms. R package version 2.1.5, https://cran.r-project.org/web/packages/BranchGLM
Previous versions and publish date:
1.0.0 (2022-05-19 10:00), 1.1.0 (2022-06-08 08:40), 1.1.1 (2022-06-13 11:20), 1.1.2 (2022-06-23 07:00), 1.1.3 (2022-06-30 02:00), 1.2.0 (2022-07-23 20:10), 1.3.0 (2022-08-09 20:10), 1.3.1 (2022-08-29 09:30), 1.3.2 (2022-10-04 11:20), 2.0.0 (2022-10-31 09:03), 2.0.1 (2023-01-14 23:30), 2.1.0 (2023-03-05 04:40), 2.1.1 (2023-05-14 19:10), 2.1.2 (2023-08-31 17:50), 2.1.3 (2023-12-07 02:30), 2.1.4 (2024-01-28 12:20)
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