Package: RPEGLMEN 1.1.4

RPEGLMEN: Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

Implements the fast iterative shrinkage-thresholding algorithm (FISTA) algorithm to fit a Gamma distribution with an elastic net penalty as described in Chen, Arakvin and Martin (2018) <doi:10.48550/arXiv.1804.07780>. An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) <doi:10.2139/ssrn.3085672>.

Authors:Anthony Christidis [aut, cre], Xin Chen [aut], Daniel Hanson [aut]

RPEGLMEN_1.1.4.tar.gz
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RPEGLMEN_1.1.4.tgz(r-4.6-x86_64)RPEGLMEN_1.1.4.tgz(r-4.6-arm64)RPEGLMEN_1.1.4.tgz(r-4.5-x86_64)RPEGLMEN_1.1.4.tgz(r-4.5-arm64)
RPEGLMEN_1.1.4.tar.gz(r-4.7-arm64)RPEGLMEN_1.1.4.tar.gz(r-4.7-x86_64)RPEGLMEN_1.1.4.tar.gz(r-4.6-arm64)RPEGLMEN_1.1.4.tar.gz(r-4.6-x86_64)
RPEGLMEN_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
RPEGLMEN/json (API)

# Install 'RPEGLMEN' in R:

install.packages('RPEGLMEN', repos = c('https://anthonychristidis.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/anthonychristidis/rpeglmen/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

cpp

4.88 score 1 packages 3 scripts 5.0k downloads 2 exports 13 dependencies

Last updated from:7cfbea1ff0. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	139
linux-devel-x86_64	OK	136
source / vignettes	OK	215
linux-release-arm64	OK	144
linux-release-x86_64	OK	127
macos-release-arm64	OK	96
macos-release-x86_64	OK	311
macos-oldrel-arm64	OK	96
macos-oldrel-x86_64	OK	303
windows-devel	OK	135
windows-release	OK	123
windows-oldrel	OK	105
wasm-release	OK	170

Exports:fit.glmGammaNet glmnet_exp

Dependencies:DEoptimR lattice mvtnorm pcaPP pyinit Rcpp RcppEigen RobStatTM robustbase RPEIF rrcov xts zoo

Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

Rendered fromRPEGLMENVignette.pdf.asisusingR.rsp::asis

Last update: 2019-10-29
Started: 2019-09-01

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Elastic Net Penalized Gamma or Exponentially Distributed Response Variables	fit.glmGammaNet
Elastic Net Penalized Exponentially Distributed Response Variables	glmnet_exp