Package: glamlasso 3.0.1
Adam Lund
glamlasso: Penalization in Large Scale Generalized Linear Array Models
Efficient design matrix free lasso penalized estimation in large scale 2 and 3-dimensional generalized linear array model framework. The procedure is based on the gdpg algorithm from Lund et al. (2017) <doi:10.1080/10618600.2017.1279548>. Currently Lasso or Smoothly Clipped Absolute Deviation (SCAD) penalized estimation is possible for the following models: The Gaussian model with identity link, the Binomial model with logit link, the Poisson model with log link and the Gamma model with log link. It is also possible to include a component in the model with non-tensor design e.g an intercept. Also provided are functions, glamlassoRR() and glamlassoS(), fitting special cases of GLAMs.
Authors:
glamlasso_3.0.1.tar.gz
glamlasso_3.0.1.tar.gz(r-4.5-noble)glamlasso_3.0.1.tar.gz(r-4.4-noble)
glamlasso_3.0.1.tgz(r-4.4-emscripten)glamlasso_3.0.1.tgz(r-4.3-emscripten)
glamlasso.pdf |glamlasso.html✨
glamlasso/json (API)
| # Install 'glamlasso' in R: |
| install.packages('glamlasso', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:b14319c14f. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 30 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 30 2024 |
Exports:glamlassoglamlassoRRglamlassoSRH
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Penalization in Large Scale Generalized Linear Array Models | glamlasso |
| Penalized reduced rank regression in a GLAM | glamlassoRR |
| Penalization in Large Scale Generalized Linear Array Models | glamlassoS |
| Compute objective values | glamlasso_objective objective |
| Make Prediction From a glamlasso Object | predict.glamlasso |
| Print Function for objects of Class glamlasso | print.glamlasso |
| The Rotated H-transform of a 3d Array by a Matrix | glamlasso_RH H RH Rotate |
