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BranchGLM: Efficient Best Subset Selection for GLMs via Branch and Bound Algorithms

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'.

Version: 3.0.1
Depends: R (≥ 3.3.0)
Imports: Rcpp (≥ 1.0.7), methods, stats, graphics
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2024-09-28
DOI: 10.32614/CRAN.package.BranchGLM
Author: Jacob Seedorff [aut, cre]
Maintainer: Jacob Seedorff <jacob-seedorff at uiowa.edu>
BugReports: https://github.com/JacobSeedorff21/BranchGLM/issues
License: Apache License (≥ 2)
URL: https://github.com/JacobSeedorff21/BranchGLM
NeedsCompilation: yes
CRAN checks: BranchGLM results

Documentation:

Reference manual: BranchGLM.pdf
Vignettes: BranchGLM Vignette (source, R code)
Variable Importance Vignette (source, R code)
VariableSelection Vignette (source, R code)

Downloads:

Package source: BranchGLM_3.0.1.tar.gz
Windows binaries: r-devel: BranchGLM_3.0.1.zip, r-release: BranchGLM_3.0.1.zip, r-oldrel: BranchGLM_3.0.1.zip
macOS binaries: r-release (arm64): BranchGLM_3.0.1.tgz, r-oldrel (arm64): BranchGLM_3.0.1.tgz, r-release (x86_64): BranchGLM_3.0.1.tgz, r-oldrel (x86_64): BranchGLM_3.0.1.tgz
Old sources: BranchGLM archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=BranchGLM to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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