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BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models

Wen, CH; Zhang, AJ; Quan, SJ; Wang, XQ

Wang, XQ (corresponding author), Univ Sci & Technol China, Dept Stat & Finance, Sch Management, Hefei 230026, Anhui, Peoples R China.; Wang, XQ (corresponding author), Sun Yat Sen Univ, Dept Stat, Sch Math, Southern China Ctr Stat Sci, Guangzhou 510275, Guangdong, Peoples R China.

JOURNAL OF STATISTICAL SOFTWARE, 2020; 94 (4): 1

Abstract

We introduce a new R package, BeSS, for solving the best subset selection problem in linear, logistic and Cox's proportional hazard (CoxPH) models. It......

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