bestridge: Best Subset Ridge Regression in Linear, Logistic, Poisson and CoxPH Models

An implementation of best subset ridge regression 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.

Version: 1.0.1
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.3), Matrix (≥ 1.2-6), MASS, pheatmap, survival
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, HCmodelSets, rmarkdown
Published: 2021-02-16
Author: Canhong Wen [aut], Aijun Zhang [aut], Shijie Quan [aut], Liyuan Hu [aut, cre], Kangkang Jiang [aut], Yanhang Zhang [aut], Jin Zhu [aut], Xueqin Wang [aut]
Maintainer: Liyuan Hu <huly5 at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: bestridge results


Reference manual: bestridge.pdf
Vignettes: An introduction to bestridge
Package source: bestridge_1.0.1.tar.gz
Windows binaries: r-devel:, r-release: not available, r-oldrel: not available
macOS binaries: r-release: bestridge_1.0.1.tgz, r-oldrel: bestridge_1.0.1.tgz


Please use the canonical form to link to this page.