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bestridge  

A Comprehensive R Package for Best Subset Selection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bestridge", "1.0.7")



Attach the package and use:
library("bestridge")
Maintained by
Liyuan Hu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-16
Latest Update: 2021-10-10
Description:
The bestridge package is designed to provide a one-stand service for users to successfully carry out best ridge regression in various complex situations via the primal dual active set algorithm proposed by Wen, C., Zhang, A., Quan, S. and Wang, X. (2020) . This package allows users to perform the regression, classification, count regression and censored regression for (ultra) high dimensional data, and it also supports advanced usages like group variable selection and nuisance variable selection.
How to cite:
Liyuan Hu (2021). bestridge: A Comprehensive R Package for Best Subset Selection. R package version 1.0.7, https://cran.r-project.org/web/packages/bestridge
Previous versions and publish date:
1.0.1 (2021-02-16 16:20), 1.0.4 (2021-03-05 09:40), 1.0.5 (2021-04-04 06:40), 1.0.6 (2021-09-02 19:30)
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