BavoDC/ssmurf: Sparse Multi-Type Regularized Feature Modeling (package for testing purposes)

Adjusted version of the original smurf package. Hopefully the extra s in ssmurf stands for speedy and not slow. The original package is an 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

Package details

AuthorTom Reynkens [aut, cre] (<https://orcid.org/0000-0002-5516-5107>), Sander Devriendt [aut], Katrien Antonio [aut], Bavo DC Campo [aut]
MaintainerTom Reynkens <tomreynkens@hotmail.com>
LicenseGPL (>= 2)
Version1.1.2
URL https://gitlab.com/TReynkens/smurf
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("BavoDC/ssmurf")
BavoDC/ssmurf documentation built on Dec. 17, 2021, 10:46 a.m.