ssmurf-package: ssmurf: Sparse Multi-Type Regularized Feature Modeling...

Description Author(s) See Also

Description

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.

Author(s)

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

Authors:

See Also

Useful links:


BavoDC/ssmurf documentation built on Dec. 17, 2021, 10:46 a.m.