In kevinwang09/APES: Approximated Exhaustive Search for GLM

Introduction

The APES method relies on a best subset algorithm for linear regression model. In cases where the number of regressors is less than 30, the leaps package is sufficiently fast to provide a result in a reasonable time. For cases where the number of regressors becomes larger, we recommend using the bestsubset package as the backend. However, the installation of this package is not quite straight forward. The purpose of this vignette is to detail some key steps to install this package.

Installing bestsubset

The bestsubset package that APES depends on can be installed from GitHub via the R command devtools::install_github("ryantibs/best-subset/bestsubset"). While this step is relatively straight forward, the real hurdle is the installation of the gurobi R package which the commercial company Gurobi has copyright over.

To install gurobi, follow the steps in this vignette.

In general, you should:

1. Register an account with Gurobi at https://www.gurobi.com/login/.

2. Review the licensing options at http://www.gurobi.com/products/licensing-pricing/licensing-overview. Academic affiliates can obtain a free license from https://www.gurobi.com/downloads/end-user-license-agreement-academic/.

3. Open up your system terminal and enter grbgetkey <license-id>, where your <license-id> is in the form of XXXXXXXX-XXXX-XXXX-XXXX-XXXXXXXXXXXX from step 2.

4. Download the Gurobi software from https://www.gurobi.com/downloads/ and select the software version and operating system. Documentations specific to your operating system can be found at http://www.gurobi.com/documentation/.

5. Once the software is downloaded, install it at your desired path. The R package will be in a subfolder under the installation path. For example, on MacOS, the default installation path for Gurobi 9.0.1 is /Library/gurobi901 and the R command for installing gurobi is install.packages('/Library/gurobi901/mac64/R/gurobi_9.0-1_R_3.6.1.tgz', repos=NULL). You will also need install the slam package via install.packages("slam", repos = "https://cloud.r-project.org").

6. Test if gurobi is installed by running library(gurobi) in R.

7. Finally, the bestsubset package can be installed from GitHub via the R command devtools::install_github("ryantibs/best-subset/bestsubset").

kevinwang09/APES documentation built on Nov. 10, 2023, 12:09 p.m.