fastglm: Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen'

Fits generalized linear models efficiently using 'RcppEigen'. The iteratively reweighted least squares implementation utilizes the step-halving approach of Marschner (2011) <doi:10.32614/RJ-2011-012> to help safeguard against convergence issues.

README.md Benchmark Study for 'fastglm Firth Bias-Reduced GLMs with 'fastglm Large-Data and Out-of-Core GLMs with 'fastglm Negative Binomial Convergence: fastglm vs MASS Negative-Binomial, Hurdle, and Zero-Inflation with 'fastglm Negative Binomial Stability Benchmark: fastglm vs MASS Overview of the 'fastglm' Package Quick Usage Guide to the 'fastglm' Package

Vignettes Man pages API and functions Files

Package details
Author	Jared Huling [aut, cre], Douglas Bates [cph], Dirk Eddelbuettel [cph], Romain Francois [cph], Yixuan Qiu [cph], Noah Greifer [ctb] (ORCID: <https://orcid.org/0000-0003-3067-7154>)
Maintainer	Jared Huling <jaredhuling@gmail.com>
License	GPL (>= 2)
Version	0.1.2
URL	https://github.com/jaredhuling/fastglm https://jaredhuling.org/fastglm/
Package repository	View on CRAN
Installation	Install the latest version of this package by entering the following in R: `install.packages("fastglm")`