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) . 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.


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install.packages("bestridge")

1.0.4 by Liyuan Hu, 3 days ago


Browse source code at https://github.com/cran/bestridge


Authors: Liyuan Hu [aut, cre] , Jin Zhu [aut] , Kangkang Jiang [aut] , Yanhang Zhang [aut] , Xueqin Wang [aut] , Canhong Wen [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, Matrix, MASS, pheatmap, survival

Suggests knitr, rmarkdown

Linking to Rcpp, RcppEigen


See at CRAN