glamlasso: Penalization in Large Scale Generalized Linear Array Models

Efficient design matrix free procedure for penalized estimation in large scale 2 and 3-dimensional generalized linear array models. Currently either Lasso or SCAD penalized estimation is possible for the followings models: The Gaussian model with identity link, the Binomial model with logit link, the Poisson model with log link and the Gamma model with log link.

Version: 2.0.1
Imports: Rcpp (≥ 0.11.2)
LinkingTo: Rcpp, RcppArmadillo
Published: 2016-08-19
Author: Adam Lund
Maintainer: Adam Lund <adam.lund at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: glamlasso results


Reference manual: glamlasso.pdf
Package source: glamlasso_2.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: glamlasso_2.0.1.tgz, r-oldrel: glamlasso_2.0.1.tgz
Old sources: glamlasso archive


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