README.md

rpql: Regularized PQL for Joint Selection in GLMMs

CRAN
status Lifecycle:
maturing

rpql offers fast joint selection of fixed and random effects in Generalized Linear Mixed Model (GLMMs) via regularization. The penalized quasi-likelihood (PQL) is used as a loss fuction, and penalties are added on to perform fixed and random effects selection. This method of joint selection in GLMMs, referred to regularized, is fast compared to information criterion and hypothesis testing (Hui et al., 2016).

Please note rpql is the core workshops function that performed regularized PQL on a single set of tuning parameters. rpqlseq is a wrapper to permit a sequence of tuning parameter values. The latter is often what users want to use.

Installation

You can install the released version of rpql from CRAN with:

install.packages("rpql")


emitanaka/rpql documentation built on Aug. 12, 2019, 12:35 p.m.