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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
DOI: 10.32614/CRAN.package.RPEGLMEN
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:

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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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