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BeSS (version 2.0.4)

Best Subset Selection in Linear, Logistic and CoxPH Models

Description

An implementation of best subset selection in generalized linear model and Cox proportional hazard model via the primal dual active set algorithm proposed by Wen, C., Zhang, A., Quan, S. and Wang, X. (2020) . The algorithm formulates coefficient parameters and residuals as primal and dual variables and utilizes efficient active set selection strategies based on the complementarity of the primal and dual variables.

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Version

Install

install.packages('BeSS')

Monthly Downloads

634

Version

2.0.4

License

GPL-3

Maintainer

Canhong Wen

Last Published

January 11th, 2024

Functions in BeSS (2.0.4)

predict.bess.one

make predictions from a "bess.one" object.
summary.bess

summary method for a "bess" object
summary.bess.one

summary method for a "bess.one" object
bess.one

Best subset selection with a specified model size
aic

Extract the IC from a "bess" object.
deviance.bess.one

Extract the deviance from a "bess.one" object.
deviance.bess

Extract the deviance from a "bess" object.
coef.bess

Provides estimated coefficients from a fitted "bess" object.
gen.data

Generate simulated data
coef.bess.one

Provides estimated coefficients from a fitted "bess.one" object.
SAheart

Risk factors associated with heart disease
bess

Best subset selection
print.bess

print method for a "bess" object
gravier

breast cancer data set
print.bess.one

print method for a "bess.one" object
predict.bess

make predictions from a "bess" object.
BeSS-internal

Internal BeSS functions
prostate

Factors associated with prostate specific antigen
logLik.bess

Extract the loglikelihood from a "bess" object.
logLik.bess.one

Extract the loglikelihood from a "bess.one" object.
plot.bess

Produces a coefficient profile plot of the coefficient or loss function paths