Package: SplitGLM 1.0.5

SplitGLM: Split Generalized Linear Models

Functions to compute split generalized linear models. The approach fits generalized linear models that split the covariates into groups. The optimal split of the variables into groups and the regularized estimation of the coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them. Example applications can be found in Christidis et al. (2021) <arxiv:2102.08591>.

Authors:Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]

SplitGLM_1.0.5.tar.gz
SplitGLM_1.0.5.zip(r-4.5)SplitGLM_1.0.5.zip(r-4.4)SplitGLM_1.0.5.zip(r-4.3)
SplitGLM_1.0.5.tgz(r-4.4-x86_64)SplitGLM_1.0.5.tgz(r-4.4-arm64)SplitGLM_1.0.5.tgz(r-4.3-x86_64)SplitGLM_1.0.5.tgz(r-4.3-arm64)
SplitGLM_1.0.5.tar.gz(r-4.5-noble)SplitGLM_1.0.5.tar.gz(r-4.4-noble)
SplitGLM_1.0.5.tgz(r-4.4-emscripten)SplitGLM_1.0.5.tgz(r-4.3-emscripten)
SplitGLM.pdf |SplitGLM.html✨
SplitGLM/json (API)
NEWS

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

Peer review:

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

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

2 exports 1.02 score 2 dependencies 1 dependents 2 scripts 236 downloads

Last updated 15 days agofrom:b2fd48fcb1. Checks:OK: 6 NOTE: 3. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 02 2024
R-4.5-win-x86_64NOTESep 02 2024
R-4.5-linux-x86_64OKSep 02 2024
R-4.4-win-x86_64NOTESep 02 2024
R-4.4-mac-x86_64OKSep 02 2024
R-4.4-mac-aarch64OKSep 02 2024
R-4.3-win-x86_64NOTESep 02 2024
R-4.3-mac-x86_64OKSep 02 2024
R-4.3-mac-aarch64OKSep 02 2024

Exports:cv.SplitGLMSplitGLM

Dependencies:RcppRcppArmadillo