smurf: Sparse Multi-Type Regularized Feature Modeling

Implementation of the SMuRF algorithm of Devriendt et al. (2021) <doi:10.1016/j.insmatheco.2020.11.010> to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.

Package details

AuthorTom Reynkens [aut, cre] (<https://orcid.org/0000-0002-5516-5107>), Sander Devriendt [aut], Katrien Antonio [aut]
MaintainerTom Reynkens <tomreynkens@hotmail.com>
LicenseGPL (>= 2)
Version1.1.5
URL https://gitlab.com/TReynkens/smurf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("smurf")

Try the smurf package in your browser

Any scripts or data that you put into this service are public.

smurf documentation built on March 31, 2023, 7:52 p.m.