bestridge: A Comprehensive R Package for Best Subset Selection

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) <doi:10.18637/jss.v094.i04>. 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.

Package details

AuthorLiyuan Hu [aut, cre] (<https://orcid.org/0000-0003-2064-8990>), Jin Zhu [aut] (<https://orcid.org/0000-0001-8550-5822>), Junxian Zhu [aut], Kangkang Jiang [aut], Yanhang Zhang [aut], Xueqin Wang [aut] (<https://orcid.org/0000-0001-5205-9950>), Canhong Wen [aut]
MaintainerLiyuan Hu <huly5@mail2.sysu.edu.cn>
LicenseGPL-3
Version1.0.7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bestridge")

Try the bestridge package in your browser

Any scripts or data that you put into this service are public.

bestridge documentation built on Oct. 10, 2021, 5:06 p.m.