holiglm: Holistic Generalized Linear Models

Holistic generalized linear models (HGLMs) extend generalized linear models (GLMs) by enabling the possibility to add further constraints to the model. The 'holiglm' package simplifies estimating HGLMs using convex optimization. Additional information about the package can be found in the reference manual, the 'README' and the accompanying paper <doi:10.18637/jss.v108.i07>.

Package details

AuthorBenjamin Schwendinger [aut, cre], Florian Schwendinger [aut], Laura Vana [aut]
MaintainerBenjamin Schwendinger <benjaminschwe@gmail.com>
LicenseGPL-3
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("holiglm")

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holiglm documentation built on April 3, 2025, 7:09 p.m.