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>.
| Version: |
1.0.4 |
| Imports: |
Rcpp (≥ 1.0.3) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
testthat, vctrs, mvnfast |
| Published: |
2022-06-02 |
| Author: |
Anthony Christidis [aut, cre],
Stefan Van Aelst [aut],
Ruben Zamar [aut] |
| Maintainer: |
Anthony Christidis <anthony.christidis at stat.ubc.ca> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| CRAN checks: |
SplitGLM results |
Documentation:
Downloads:
Reverse dependencies:
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