glamlasso: Penalization in Large Scale Generalized Linear Array Models
Version 2.0.1

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.

Getting started

Package details

AuthorAdam Lund
Date of publication2016-08-19 17:05:02
MaintainerAdam Lund <[email protected]>
LicenseGPL-3
Version2.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("glamlasso")

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glamlasso documentation built on May 30, 2017, 7:10 a.m.