aglm: Accurate Generalized Linear Model

Provides functions to fit Accurate Generalized Linear Model (AGLM) models, visualize them, and predict for new data. AGLM is defined as a regularized GLM which applies a sort of feature transformations using a discretization of numerical features and specific coding methodologies of dummy variables. For more information on AGLM, see Suguru Fujita, Toyoto Tanaka, Kenji Kondo and Hirokazu Iwasawa (2020) <https://www.institutdesactuaires.com/global/gene/link.php?doc_id=16273&fg=1>.

Package details

AuthorKenji Kondo [aut, cre, cph], Kazuhisa Takahashi [ctb], Hikari Banno [ctb]
MaintainerKenji Kondo <kkondo.odnokk@gmail.com>
LicenseGPL-2
Version0.4.0
URL https://github.com/kkondo1981/aglm
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("aglm")

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aglm documentation built on June 9, 2021, 5:08 p.m.