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.

Author
Adam Lund
Date of publication
2016-08-19 17:05:02
Maintainer
Adam Lund <adam.lund@math.ku.dk>
License
GPL-3
Version
2.0.1

View on CRAN

Man pages

glamlasso
Penalization in Large Scale Generalized Linear Array Models
glamlasso_internal
Internal glamlasso Functions
objective
Compute objective values
predict.glamlasso
Make Prediction From a glamlasso Object
print.glamlasso
Print Function for objects of Class glamlasso
RH
The Rotated H-transform of a 3d Array by a Matrix

Files in this package

glamlasso
glamlasso/src
glamlasso/src/rcppfunc.cpp
glamlasso/src/Makevars
glamlasso/src/auxfunc.h
glamlasso/src/RcppExports.cpp
glamlasso/NAMESPACE
glamlasso/R
glamlasso/R/glamlasso.R
glamlasso/R/glamlasso_predict.R
glamlasso/R/glamlasso_internal.R
glamlasso/R/glamlasso_RH.R
glamlasso/R/glamlasso_print.R
glamlasso/R/RcppExports.R
glamlasso/R/glamlasso_objective.R
glamlasso/MD5
glamlasso/DESCRIPTION
glamlasso/man
glamlasso/man/print.glamlasso.Rd
glamlasso/man/predict.glamlasso.Rd
glamlasso/man/RH.Rd
glamlasso/man/objective.Rd
glamlasso/man/glamlasso.Rd
glamlasso/man/glamlasso_internal.Rd