smurf-package: smurf: Sparse Multi-Type Regularized Feature Modeling

smurf-packageR Documentation

smurf: Sparse Multi-Type Regularized Feature Modeling

Description

Implementation of the SMuRF algorithm of Devriendt et al. (2021) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.insmatheco.2020.11.010")} to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.

Author(s)

Maintainer: Tom Reynkens tomreynkens@hotmail.com (ORCID)

Authors:

See Also

Useful links:


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