deviance.abess

Similar to other deviance methods,
which returns deviance from a fitted "<code>abess</code>" object.

Extremely efficient toolkit for solving the best subset selection problem <https://www.jmlr.org/papers/v23/21-1060.html>. This package is its R interface. The package implements and generalizes algorithms designed in <doi:10.1073/pnas.2014241117> that exploits a novel sequencing-and-splicing technique to guarantee exact support recovery and globally optimal solution in polynomial times for linear model. It also supports best subset selection for logistic regression, Poisson regression, Cox proportional hazard model, Gamma regression, multiple-response regression, multinomial logistic regression, ordinal regression, Ising model reconstruction <doi:10.1080/01621459.2025.2571245>, (sequential) principal component analysis, and robust principal component analysis. The other valuable features such as the best subset of group selection <doi:10.1287/ijoc.2022.1241> and sure independence screening <doi:10.1111/j.1467-9868.2008.00674.x> are also provided.

Jin Zhu

abess

Fast Best Subset Selection

Zezhi Wang

Liyuan Hu

Junhao Huang

Kangkang Jiang

Yanhang Zhang

Borui Tang

Shiyun Lin

Junxian Zhu

Canhong Wen

Heping Zhang

Xueqin Wang

spectra contributors 

deviance.abess function

<dl><dt>object</dt>
<dd>A "<code>abess</code>" object.</dd>
<dt>type</dt>
<dd>The type of deviance.
One of the following: <code>"standard"</code>,
<code>"gic"</code>, <code>"ebic"</code>, <code>"bic"</code> and <code>"aic"</code>.
Default is <code>"standard"</code>.</dd>
<dt>...</dt>
<dd>additional arguments</dd></dl>

Arguments

Extract the deviance from a fitted "abess" object. — deviance.abess

<dl>

<dt>object</dt>
<dd>A "<code>abess</code>" object.</dd>


<dt>type</dt>
<dd>The type of deviance.
One of the following: <code>"standard"</code>,
<code>"gic"</code>, <code>"ebic"</code>, <code>"bic"</code> and <code>"aic"</code>.
Default is <code>"standard"</code>.</dd>


<dt>...</dt>
<dd>additional arguments</dd>

</dl>

Extract the deviance from a fitted "<code>abess</code>" object.

deviance.abess: Extract the deviance from a fitted "`abess`" object.

Description

Usage

Value

Arguments

See Also