Package: RPEGLMEN 1.1.2

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) <arxiv:1804.07780>. An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) <https://papers.ssrn.com/abstract_id=3085672>.

Authors:Anthony Christidis <[email protected]>, Xin Chen <[email protected]>, Daniel Hanson <[email protected]>

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RPEGLMEN.pdf |RPEGLMEN.html✨
RPEGLMEN/json (API)
NEWS

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

Peer review:

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

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

4.23 score 1 packages 3 scripts 1.1k downloads 2 exports 13 dependencies

Last updated 3 months agofrom:349a12c18b. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-win-x86_64OKNov 01 2024
R-4.5-linux-x86_64OKNov 01 2024
R-4.4-win-x86_64OKNov 01 2024
R-4.4-mac-x86_64OKNov 01 2024
R-4.4-mac-aarch64OKNov 01 2024
R-4.3-win-x86_64OKNov 01 2024
R-4.3-mac-x86_64OKNov 01 2024
R-4.3-mac-aarch64OKNov 01 2024

Exports:fit.glmGammaNetglmnet_exp

Dependencies:DEoptimRlatticemvtnormpcaPPpyinitRcppRcppEigenRobStatTMrobustbaseRPEIFrrcovxtszoo

Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

Rendered fromRPEGLMENVignette.pdf.asisusingR.rsp::asison Nov 01 2024.

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