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Extremely efficient toolkit for solving the best subset selection problem <https://www.jmlr.org/papers/v23/21-1060.html>. This package is its R interface. The package implements and generalizes algorithms designed in <doi:10.1073/pnas.2014241117> that exploits a novel sequencing-and-splicing technique to guarantee exact support recovery and globally optimal solution in polynomial times for linear model. It also supports best subset selection for logistic regression, Poisson regression, Cox proportional hazard model, Gamma regression, multiple-response regression, multinomial logistic regression, ordinal regression, (sequential) principal component analysis, and robust principal component analysis. The other valuable features such as the best subset of group selection <doi:10.1287/ijoc.2022.1241> and sure independence screening <doi:10.1111/j.1467-9868.2008.00674.x> are also provided.
Version: | 0.4.8 |
Depends: | R (≥ 3.1.0) |
Imports: | Rcpp, MASS, methods, Matrix |
LinkingTo: | Rcpp, RcppEigen |
Suggests: | testthat, knitr, rmarkdown |
Published: | 2023-09-19 |
DOI: | 10.32614/CRAN.package.abess |
Author: | Jin Zhu |
Maintainer: | Jin Zhu <zhuj37 at mail2.sysu.edu.cn> |
BugReports: | https://github.com/abess-team/abess/issues |
License: | GPL (≥ 3) | file LICENSE |
Copyright: | see file COPYRIGHTS |
URL: | https://github.com/abess-team/abess, https://abess-team.github.io/abess/, https://abess.readthedocs.io |
NeedsCompilation: | yes |
Citation: | abess citation info |
Materials: | README NEWS |
In views: | MachineLearning |
CRAN checks: | abess results |
Reference manual: | abess.pdf |
Vignettes: |
An Introduction to abess |
Package source: | abess_0.4.8.tar.gz |
Windows binaries: | r-devel: abess_0.4.8.zip, r-release: abess_0.4.8.zip, r-oldrel: abess_0.4.8.zip |
macOS binaries: | r-release (arm64): abess_0.4.8.tgz, r-oldrel (arm64): abess_0.4.8.tgz, r-release (x86_64): abess_0.4.8.tgz, r-oldrel (x86_64): abess_0.4.8.tgz |
Old sources: | abess archive |
Reverse suggests: | tramvs |
Please use the canonical form https://CRAN.R-project.org/package=abess 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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