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RPEGLMEN
View on CRAN: Click
here
Download and install RPEGLMEN package within the R console
Install from CRAN:
install.packages("RPEGLMEN")
Install from Github:
library("remotes")
install_github("cran/RPEGLMEN")
Install by package version:
library("remotes")
install_version("RPEGLMEN", "1.1.2")
Attach the package and use:
library("RPEGLMEN")
Maintained by
Anthony Christidis
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-01-13
Latest Update: 2023-01-29
Description:
Implements the fast iterative shrinkage-thresholding algorithm (FISTA) algorithm to fit a Gamma distribution with an elastic net penalty as described in Chen, Arakvin and Martin (2018) <doi:10.48550/arXiv.1804.07780>. An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) <https://papers.ssrn.com/abstract_id=3085672>.
How to cite:
Anthony Christidis (2020). RPEGLMEN: Gamma and Exponential Generalized Linear Models with Elastic Net Penalty. R package version 1.1.2, https://cran.r-project.org/web/packages/RPEGLMEN
Previous versions and publish date:
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imports, suggests or enhances
Functions, R codes and Examples using
the RPEGLMEN R package
Some associated functions: fit.glmGammaNet . glmnet_exp .
Some associated R codes: FISTA.R . RcppExports.R . glmGammaNet.R . glmnet_exp.R . Full RPEGLMEN package functions and examples
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