BranchGLM: Efficient Branch and Bound Variable Selection for GLMs using 'RcppArmadillo'

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'.

Package details

AuthorJacob Seedorff [aut, cre]
MaintainerJacob Seedorff <>
LicenseApache License (>= 2)
Package repositoryView on CRAN
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BranchGLM documentation built on June 30, 2022, 1:05 a.m.