rpql: Regularized PQL for Joint Selection in GLMMs
Version 0.5

Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then "added on" to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.

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AuthorFrancis K.C. Hui, Samuel Mueller, A.H. Welsh
Date of publication2016-10-07 09:23:08
MaintainerFrancis Hui <fhui28@gmail.com>
LicenseGPL-2
Version0.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("rpql")

Man pages

build.start.fit: Constructs a start fit for use in the 'rpql' function
calc.marglogL: Calculate the marginal log-likelihood for a GLMM fitted using...
gendat.glmm: Simulates datasets based on a Generalized Linear Mixed Model...
lseq: Generates a sequence of tuning parameters on the log scale
nb2: A negative binomial family
rpql: Joint effects selection in GLMMs using regularized PQL.
rpql-package: Joint effects selection in GLMMs using regularized PQL
rpqlseq: Wrapper function for joint effects selection in GLMMs using...
summary.rpql: Summary of GLMM fitted using regularized PQL.

Functions

build.start.fit Man page Source code
build.start.fit.rpql Source code
calc.marglogL Man page Source code
gendat.glmm Man page Source code
l2.norm Source code
lseq Man page Source code
mcp.deriv Source code
nb2 Man page Source code
print.rpql Man page Source code
print.summary.rpql Man page Source code
rpql Man page Source code
rpql-package Man page
rpql.default Man page Source code
rpqlseq Man page Source code
scad.deriv Source code
start.fixed Source code
summary.rpql Man page Source code

Files

NAMESPACE
R
R/rpql-main.R
R/auxilaryfunctions.R
MD5
DESCRIPTION
man
man/lseq.Rd
man/rpql-package.Rd
man/nb2.Rd
man/build.start.fit.Rd
man/rpqlseq.Rd
man/calc.marglogL.Rd
man/rpql.Rd
man/gendat.glmm.Rd
man/summary.rpql.Rd
rpql documentation built on May 20, 2017, 1:17 a.m.