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modelSelection: High-Dimensional Model Selection

Model selection and averaging for regression, generalized linear models, generalized additive models, graphical models and mixtures, focusing on Bayesian model selection and information criteria (Bayesian information criterion etc.). See Rossell (2025) <doi:10.5281/zenodo.17119597> (see the URL field below for its URL) for a hands-on book describing the methods, examples and suggested citations if you use the package.

Version: 1.0.3
Depends: R (≥ 2.14.0), methods
Imports: Rcpp (≥ 0.12.16), dplyr, glmnet, huge, intervals, Matrix, mclust, mgcv, mvtnorm, ncvreg, pracma, sparseMatrixStats, survival
LinkingTo: Rcpp, RcppArmadillo
Suggests: parallel, testthat, patrick
Published: 2025-09-21
DOI: 10.32614/CRAN.package.modelSelection
Author: David Rossell [aut, cre], John D. Cook [ctb], Donatello Telesca [aut], P. Roebuck [ctb], Oriol Abril [aut], Miquel Torrens [aut], Peter Mueller [ctb], William Hallahan [ctb]
Maintainer: David Rossell <rosselldavid at gmail.com>
BugReports: https://github.com/davidrusi/modelSelection/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/davidrusi/modelSelection, https://github.com/davidrusi/modelSelection-book
NeedsCompilation: yes
Materials: README
CRAN checks: modelSelection results

Documentation:

Reference manual: modelSelection.html , modelSelection.pdf

Downloads:

Package source: modelSelection_1.0.3.tar.gz
Windows binaries: r-devel: modelSelection_1.0.3.zip, r-release: modelSelection_1.0.3.zip, r-oldrel: modelSelection_1.0.3.zip
macOS binaries: r-release (arm64): modelSelection_1.0.3.tgz, r-oldrel (arm64): modelSelection_1.0.3.tgz, r-release (x86_64): modelSelection_1.0.3.tgz, r-oldrel (x86_64): modelSelection_1.0.3.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=modelSelection 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.