modelSelection: High-Dimensional Model Selection

Model selection and averaging for regression, generalized linear models, generalized additive models, graphical models and mixtures, focusing on Bayesian model selection and information criteria (Bayesian information criterion etc.). See Rossell (2025) <doi:10.5281/zenodo.17119597> (see the URL field below for its URL) for a hands-on book describing the methods, examples and suggested citations if you use the package.

Version: 1.0.3
Depends: R (≥ 2.14.0), methods
Imports: Rcpp (≥ 0.12.16), dplyr, glmnet, huge, intervals, Matrix, mclust, mgcv, mvtnorm, ncvreg, pracma, sparseMatrixStats, survival
LinkingTo: Rcpp, RcppArmadillo
Suggests: parallel, testthat, patrick
Published: 2025-09-21
Author: David Rossell [aut, cre], John D. Cook [ctb], Donatello Telesca [aut], P. Roebuck [ctb], Oriol Abril [aut], Miquel Torrens [aut], Peter Mueller [ctb], William Hallahan [ctb]
Maintainer: David Rossell <rosselldavid at gmail.com>
BugReports: https://github.com/davidrusi/modelSelection/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/davidrusi/modelSelection, https://github.com/davidrusi/modelSelection-book
NeedsCompilation: yes
Materials: README
CRAN checks: modelSelection results

Documentation:

Reference manual: modelSelection.html , modelSelection.pdf

Downloads:

Package source: modelSelection_1.0.3.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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