OPTS: Optimization via Subsampling (OPTS)

Subsampling based variable selection for low dimensional generalized linear models. The methods repeatedly subsample the data minimizing an information criterion (AIC/BIC) over a sequence of nested models for each subsample. Marinela Capanu, Mihai Giurcanu, Colin B Begg, Mithat Gonen, Subsampling based variable selection for generalized linear models.

Getting started

Package details

AuthorMihai Giurcanu [aut, cre], Marinela Capanu [aut, ctb], Colin Begg [aut], Mithat Gonen [aut]
MaintainerMihai Giurcanu <giurcanu@uchicago.edu>
LicenseGPL-2
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("OPTS")

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OPTS documentation built on May 25, 2022, 9:07 a.m.