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bestridge: A Comprehensive R Package for Best Subset Selection

The bestridge package is designed to provide a one-stand service for users to successfully carry out best ridge regression in various complex situations 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>. This package allows users to perform the regression, classification, count regression and censored regression for (ultra) high dimensional data, and it also supports advanced usages like group variable selection and nuisance variable selection.

Version: 1.0.7
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.3), Matrix (≥ 1.2-6), MASS, pheatmap, survival
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown
Published: 2021-10-10
DOI: 10.32614/CRAN.package.bestridge
Author: Liyuan Hu ORCID iD [aut, cre], Jin Zhu ORCID iD [aut], Junxian Zhu [aut], Kangkang Jiang [aut], Yanhang Zhang [aut], Xueqin Wang ORCID iD [aut], Canhong Wen [aut]
Maintainer: Liyuan Hu <huly5 at mail2.sysu.edu.cn>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: bestridge results

Documentation:

Reference manual: bestridge.pdf
Vignettes: An introduction to bestridge

Downloads:

Package source: bestridge_1.0.7.tar.gz
Windows binaries: r-devel: bestridge_1.0.7.zip, r-release: bestridge_1.0.7.zip, r-oldrel: bestridge_1.0.7.zip
macOS binaries: r-release (arm64): bestridge_1.0.7.tgz, r-oldrel (arm64): bestridge_1.0.7.tgz, r-release (x86_64): bestridge_1.0.7.tgz, r-oldrel (x86_64): bestridge_1.0.7.tgz
Old sources: bestridge archive

Linking:

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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.