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'.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.0.1 |
2026-04-09 windows/windows R-4.5 | BranchGLM_3.0.1.zip |
1.1 MiB |