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.

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Package details

AuthorAdam Lund
Date of publication2016-08-19 17:05:02
MaintainerAdam Lund <[email protected]>
Package repositoryView on CRAN
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glamlasso documentation built on May 30, 2017, 7:10 a.m.