BeSS: Best Subset Selection for Sparse Generalized Linear Model and Cox Model

An implementation of best subset selection in generalized linear model and Cox proportional hazard model via the primal dual active set algorithm. 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.

Version: 1.0.0
Depends: R (≥ 2.0.0)
Imports: Rcpp, Matrix, glmnet, survival
LinkingTo: Rcpp, RcppEigen
Published: 2017-04-20
Author: Canhong Wen, Aijun Zhang, Shijie Quan, Xueqin Wang
Maintainer: Canhong Wen <wencanhong at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: BeSS results


Reference manual: BeSS.pdf
Package source: BeSS_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: BeSS_1.0.0.tgz
OS X Mavericks binaries: r-oldrel: not available


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