serp: Smooth Effects on Response Penalty for CLM

Implements a regularization method for cumulative link models using the Smooth-Effect-on-Response Penalty (SERP). This method allows flexible modeling of ordinal data by enabling a smooth transition from a general cumulative link model to a simplified version of the same model. As the tuning parameter increases from zero to infinity, the subject-specific effects for each variable converge to a single global effect. The approach addresses common issues in cumulative link models, such as parameter unidentifiability and numerical instability, by maximizing a penalized log-likelihood instead of the standard non-penalized version. Fitting is performed using a modified Newton's method. Additionally, the package includes various model performance metrics and descriptive tools. For details on the implemented penalty method, see Ugba (2021) <doi:10.21105/joss.03705> and Ugba et al. (2021) <doi:10.3390/stats4030037>.

Getting started

Package details

AuthorEjike R. Ugba [aut, cre, cph] (<https://orcid.org/0000-0003-2572-0023>)
MaintainerEjike R. Ugba <ejike.ugba@outlook.com>
LicenseGPL-2
Version0.2.5
URL https://github.com/ejikeugba/serp
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("serp")

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serp documentation built on April 3, 2025, 9:38 p.m.