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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.
Getting started
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Package details |
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| Author | Tom Reynkens [aut, cre] (<https://orcid.org/0000-0002-5516-5107>), Sander Devriendt [aut], Katrien Antonio [aut] |
| Maintainer | Tom Reynkens <tomreynkens@hotmail.com> |
| License | GPL (>= 2) |
| Version | 1.1.5 |
| URL | https://gitlab.com/TReynkens/smurf |
| Package repository | View on CRAN |
| Installation |
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