glmmPen: High Dimensional Penalized Generalized Linear Mixed Models
(pGLMM)
Fits high dimensional penalized generalized linear
mixed models using
the Monte Carlo Expectation Conditional Minimization (MCECM) algorithm.
The purpose of the package is to perform variable selection on both the fixed and
random effects simultaneously for generalized linear mixed models.
The package supports fitting of Binomial, Gaussian, and Poisson data with canonical links, and
supports penalization using the MCP, SCAD, or LASSO penalties. The MCECM algorithm
is described in Rashid et al. (2020) <doi:10.1080/01621459.2019.1671197>.
The techniques used in the minimization portion of the procedure (the M-step) are
derived from the procedures of the 'ncvreg' package (Breheny and Huang (2011)
<doi:10.1214/10-AOAS388>) and 'grpreg' package (Breheny and Huang (2015)
<doi:10.1007/s11222-013-9424-2>), with
appropriate modifications to account for the estimation and penalization of
the random effects. The 'ncvreg' and 'grpreg' packages also describe the MCP, SCAD,
and LASSO penalties.
| Version: |
1.5.1.10 |
| Depends: |
lme4, bigmemory, Rcpp (≥ 0.12.0), R (≥ 3.6.0) |
| Imports: |
ggplot2, Matrix, methods, ncvreg, reshape2, rstan (≥ 2.18.1), rstantools (≥ 2.0.0), stringr, mvtnorm, MASS |
| LinkingTo: |
BH (≥ 1.66.0), bigmemory, Rcpp (≥ 0.12.0), RcppArmadillo, RcppEigen (≥ 0.3.3.3.0), rstan (≥ 2.18.1), StanHeaders (≥
2.18.0) |
| Suggests: |
testthat, knitr, rmarkdown |
| Published: |
2022-04-29 |
| Author: |
Hillary Heiling [aut, cre],
Naim Rashid [aut],
Quefeng Li [aut] |
| Maintainer: |
Hillary Heiling <hheiling at live.unc.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Materials: |
README |
| CRAN checks: |
glmmPen results |
Documentation:
Downloads:
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