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CRAN: Package OPTS

OPTS: Optimization via Subsampling (OPTS)

Subsampling based variable selection for low dimensional generalized linear models. The methods repeatedly subsample the data minimizing an information criterion (AIC/BIC) over a sequence of nested models for each subsample. Marinela Capanu, Mihai Giurcanu, Colin B Begg, Mithat Gonen, Subsampling based variable selection for generalized linear models.

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