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'.
Last updated 2 months ago
generalized-linear-modelsregressionstatisticssubset-selectionvariable-selectionopenblascppopenmp
6.34 score 7 stars 30 scripts 386 downloadsfastbackward - Fast Backward Elimination Based on Information Criterion
Performs backward elimination with similar syntax to the stepAIC() function from the 'MASS' package. A bounding algorithm is used to avoid fitting unnecessary models, making it much faster.
Last updated 6 months ago
regressionstatisticssubset-selection
3.40 score 1 scripts 533 downloads