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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) <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>.
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Package details |
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| Author | Anthony Christidis <anthony.christidis@stat.ubc.ca>, Xin Chen <chenx26@uw.edu>, Daniel Hanson <hansondj@uw.edu> |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 1.1.0 |
| Package repository | View on CRAN |
| Installation |
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