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Implements a regularization method for cumulative link models using the Smooth-Effect-on-Response Penalty (SERP). This method allows flexible modeling of ordinal data by enabling a smooth transition from a general cumulative link model to a simplified version of the same model. As the tuning parameter increases from zero to infinity, the subject-specific effects for each variable converge to a single global effect. The approach addresses common issues in cumulative link models, such as parameter unidentifiability and numerical instability, by maximizing a penalized log-likelihood instead of the standard non-penalized version. Fitting is performed using a modified Newton's method. Additionally, the package includes various model performance metrics and descriptive tools. For details on the implemented penalty method, see Ugba (2021) <doi:10.21105/joss.03705> and Ugba et al. (2021) <doi:10.3390/stats4030037>.
Version: | 0.2.5 |
Depends: | R (≥ 4.1.0) |
Imports: | ordinal (≥ 2016-12-12), crayon, stats |
Suggests: | covr, testthat, tibble, vctrs, pkgdown, VGAM (≥ 1.1-10) |
Published: | 2024-11-25 |
DOI: | 10.32614/CRAN.package.serp |
Author: | Ejike R. Ugba [aut, cre, cph] |
Maintainer: | Ejike R. Ugba <ejike.ugba at outlook.com> |
BugReports: | https://github.com/ejikeugba/serp/issues |
License: | GPL-2 |
URL: | https://github.com/ejikeugba/serp |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | serp results |
Reference manual: | serp.pdf |
Package source: | serp_0.2.5.tar.gz |
Windows binaries: | r-devel: serp_0.2.5.zip, r-release: serp_0.2.5.zip, r-oldrel: serp_0.2.5.zip |
macOS binaries: | r-release (arm64): serp_0.2.5.tgz, r-oldrel (arm64): serp_0.2.5.tgz, r-release (x86_64): serp_0.2.5.tgz, r-oldrel (x86_64): serp_0.2.5.tgz |
Old sources: | serp archive |
Reverse suggests: | gofcat, insight, parameters |
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