lqa: Penalized Likelihood Inference for GLMs

This package provides some basic infrastructure and tools to fit Generalized Linear Models (GLMs) via penalized likelihood inference. Estimating procedures already implemented are the LQA algorithm (that is where its name come from), P-IRLS, RidgeBoost, GBlockBoost and ForwardBoost.

Package details

AuthorJan Ulbricht
MaintainerJan Ulbricht <jan.ulbricht@stat.uni-muenchen.de>
Package repositoryView on CRAN
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lqa documentation built on May 30, 2017, 3:41 a.m.