CRAN/E | RPEGLMEN

RPEGLMEN

Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

Installation

About

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) . An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) .

Key Metrics

Version 1.1.2
Published 2023-01-29 463 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks RPEGLMEN results

Downloads

Yesterday 20 +82%
Last 7 days 196 -2%
Last 30 days 777 -14%
Last 90 days 2.707 -55%
Last 365 days 15.877 -0%

Maintainer

Maintainer

Anthony Christidis

anthony.christidis@stat.ubc.ca

Authors

Anthony Christidis
Xin Chen
Daniel Hanson

Material

README
NEWS
Reference manual
Package source

Vignettes

Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RPEGLMEN archive

Imports

Rcpp ≥ 1.0.3
RPEIF

Suggests

R.rsp
testthat
PerformanceAnalytics

LinkingTo

Rcpp
RcppEigen

Reverse Imports

RPESE