README.md

In jonlachmann/irls.sgd: Stochastic IRLS with SGD

irls.sgd

Approximately fit a GLM model using Subsampling IRLS and SGD

The irls.sgd package provides functions to acquire an approximate estimate of the MLE, specifically tailored to be used in Laplace approximations for BGNLM in scenarios when large amounts of data is available.

Installation and getting started

To install and load the package, just run

library(devtools)
install_github("jonlachmann/irls.sgd", force=T, build_vignettes=T)
library(irls.sgd)

With the package loaded, functions of interest are irls.sgd, sgd and glm.sgd. Documentation is available once installed by using the built in help in R.

jonlachmann/irls.sgd documentation built on March 11, 2023, 7:42 a.m.