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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) <doi:10.48550/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: 1.1.2
Imports: Rcpp (≥ 1.0.3), RPEIF
LinkingTo: Rcpp, RcppEigen
Suggests: R.rsp, testthat, PerformanceAnalytics
Published: 2023-01-29
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
Materials: README NEWS
CRAN checks: RPEGLMEN results

Documentation:

Reference manual: RPEGLMEN.pdf
Vignettes: Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

Downloads:

Package source: RPEGLMEN_1.1.2.tar.gz
Windows binaries: r-devel: RPEGLMEN_1.1.2.zip, r-release: RPEGLMEN_1.1.2.zip, r-oldrel: RPEGLMEN_1.1.2.zip
macOS binaries: r-release (arm64): RPEGLMEN_1.1.2.tgz, r-oldrel (arm64): RPEGLMEN_1.1.2.tgz, r-release (x86_64): RPEGLMEN_1.1.2.tgz, r-oldrel (x86_64): RPEGLMEN_1.1.2.tgz
Old sources: RPEGLMEN archive

Reverse dependencies:

Reverse imports: RPESE

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RPEGLMEN to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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