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

On CRAN:

2 exports 1.06 score 13 dependencies 1 dependents 3 scripts 661 downloads

Last updated 15 days agofrom:349a12c18b. Checks:OK: 9. Indexed: yes.

Exports:fit.glmGammaNetglmnet_exp

Dependencies:DEoptimRlatticemvtnormpcaPPpyinitRcppRcppEigenRobStatTMrobustbaseRPEIFrrcovxtszoo