Best Subset Selection in Linear, Logistic and CoxPH Models
Extract the IC from a "bess" object.
Internal BeSS functions
Best subset selection with a specified model size
Best subset selection
Provides estimated coefficients from a fitted "bess.one" object.
Provides estimated coefficients from a fitted "bess" object.
Extract the deviance from a "bess.one" object.
Extract the deviance from a "bess" object.
Generate simulated data
Extract the loglikelihood from a "bess.one" object.
Extract the loglikelihood from a "bess" object.
Produces a coefficient profile plot of the coefficient or loss functio...
make predictions from a "bess.one" object.
make predictions from a "bess" object.
print method for a "bess.one" object
print method for a "bess" object
summary method for a "bess.one" object
summary method for a "bess" object
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) <doi:10.18637/jss.v094.i04>. 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.