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>.
| Version: |
1.1.0 |
| Imports: |
Rcpp (≥ 1.0.2), RPEIF |
| LinkingTo: |
Rcpp, RcppEigen |
| Suggests: |
R.rsp, testthat |
| Published: |
2020-10-25 |
| Author: |
Anthony Christidis,
Xin Chen,
Daniel Hanson |
| Maintainer: |
Anthony Christidis <anthony.christidis at stat.ubc.ca> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++11 |
| Materials: |
README NEWS |
| CRAN checks: |
RPEGLMEN results |
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Reverse dependencies:
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