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.

Package details

AuthorJared Huling [aut, cre], Douglas Bates [cph], Dirk Eddelbuettel [cph], Romain Francois [cph], Yixuan Qiu [cph]
MaintainerJared Huling <jaredhuling@gmail.com>
LicenseGPL (>= 2)
Version0.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fastglm")

Try the fastglm package in your browser

Any scripts or data that you put into this service are public.

fastglm documentation built on May 2, 2019, 2:45 p.m.