Continuous Optimisation Towards Best Subset Selection
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Documentation for package ‘combss’ version 0.1.0
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| coef.combss | Extract the subset of selected feature indices. |
| combss | Best subset selection for generalised linear models via continuous optimisation (COMBSS). |
| combss_cv | Select the ridge penalty for COMBSS by leave-one-out cross-validation. |
| predict.combss | Predict from a 'combss' fit. |