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.

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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