abess
Fast Best Subset Selection
Description
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.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
installed package size
installed size is 106.5Mb
sub-directories of 1Mb or more:
libs 105.4Mb
installed package size
installed size is 109.1Mb
sub-directories of 1Mb or more:
libs 108.0Mb
Changelog
Full NEWS →v0.4.11
• Add a new function
slide that supports Ising model reconstruction• The maintainer's changed from <zhuj37@mail2.sysu.edu.cn> to <zhuj1jqx@gmail.com>.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 106.5Mb
sub-directories of 1Mb or more:
libs 105.4Mb
installed package size
installed size is 109.1Mb
sub-directories of 1Mb or more:
libs 108.0Mb