Adaptive Best Subset Selection in Polynomial Time

Extremely efficient toolkit for solving the best subset selection problem in linear regression, logistic regression, Poisson regression, Cox proportional hazard model, multiple-response regression, multinomial logistic regression, and (sequential) principal component analysis. It implements and generalizes algorithms designed in that exploits a novel sequencing-and-splicing technique to guarantee exact support recovery and globally optimal solution in polynomial times.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.3.0 by Jin Zhu, 2 months ago,,

Report a bug at

Browse source code at

Authors: Jin Zhu [aut, cre] , Liyuan Hu [aut] , Junhao Huang [aut] , Kangkang Jiang [aut] , Yanhang Zhang [aut] , Shiyun Lin [aut] , Junxian Zhu [aut] , Canhong Wen [aut] , Heping Zhang [aut] , Xueqin Wang [aut] , spectra contributors [cph] (Spectra implementation)

Documentation:   PDF Manual  

GPL (>= 3) | file LICENSE license

Imports Rcpp, MASS, methods, Matrix

Suggests testthat, knitr, rmarkdown

Linking to Rcpp, RcppEigen

System requirements: C++11

See at CRAN