fastglm: Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen' (original) (raw)
Fits generalized linear models efficiently using 'RcppEigen'. The iteratively reweighted least squares implementation utilizes the step-halving approach of Marschner (2011) <doi:10.32614/RJ-2011-012> to help safeguard against convergence issues.
| Version: | 0.0.3 |
|---|---|
| Depends: | bigmemory |
| Imports: | Rcpp (≥ 0.12.13), methods |
| LinkingTo: | Rcpp, RcppEigen, BH, bigmemory |
| Suggests: | knitr, rmarkdown, glm2 |
| Published: | 2022-05-23 |
| DOI: | 10.32614/CRAN.package.fastglm |
| Author: | Jared Huling [aut, cre], Douglas Bates [cph], Dirk Eddelbuettel [cph], Romain Francois [cph], Yixuan Qiu [cph] |
| Maintainer: | Jared Huling |
| BugReports: | https://github.com/jaredhuling/fastglm/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | fastglm results |
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