glamlasso: Penalization in Large Scale Generalized Linear Array Models

Efficient design matrix free procedure for penalized estimation in large scale 2 and 3-dimensional generalized linear array models. Currently either Lasso or SCAD penalized estimation is possible for the followings models: The Gaussian model with identity link, the Binomial model with logit link, the Poisson model with log link and the Gamma model with log link.

Install the latest version of this package by entering the following in R:
install.packages("glamlasso")
AuthorAdam Lund
Date of publication2016-08-19 17:05:02
MaintainerAdam Lund <adam.lund@math.ku.dk>
LicenseGPL-3
Version2.0.1

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