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glmmPen
View on CRAN: Click
here
Download and install glmmPen package within the R console
Install from CRAN:
install.packages("glmmPen")
Install from Github:
library("remotes")
install_github("cran/glmmPen") Install by package version:
library("remotes")
install_version("glmmPen", "1.5.4.8") Attach the package and use:
library("glmmPen")
Maintained by
Hillary Heiling
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-21
Latest Update: 2024-08-29
Description:
Fits high dimensional penalized generalized linear
mixed models using
the Monte Carlo Expectation Conditional Minimization (MCECM) algorithm.
The purpose of the package is to perform variable selection on both the fixed and
random effects simultaneously for generalized linear mixed models.
The package supports fitting of Binomial, Gaussian, and Poisson data with canonical links, and
supports penalization using the MCP, SCAD, or LASSO penalties. The MCECM algorithm
is described in Rashid et al. (2020) .
The techniques used in the minimization portion of the procedure (the M-step) are
derived from the procedures of the 'ncvreg' package (Breheny and Huang (2011)
) and 'grpreg' package (Breheny and Huang (2015)
), with
appropriate modifications to account for the estimation and penalization of
the random effects. The 'ncvreg' and 'grpreg' packages also describe the MCP, SCAD,
and LASSO penalties.
How to cite:
Hillary Heiling (2022). glmmPen: High Dimensional Penalized Generalized Linear Mixed Models (pGLMM). R package version 1.5.4.8, https://cran.r-project.org/web/packages/glmmPen. Accessed 26 Oct. 2026.
Previous versions and publish date:
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Other R packages that glmmPen depends,
imports, suggests or enhances
Complete documentation for glmmPen
Functions, R codes and Examples using
the glmmPen R package
Some associated functions: LambdaSeq . adaptControl . basal . glmm . glmmPen . glmmPen_FA . glmm_FA . lambdaControl . optimControl . pglmmObj-class . phmm . phmmPen . phmmPen_FA . phmm_FA . plot_mcmc . rControl . sim.data . survivalControl . survival_data .
Some associated R codes: E_step.R . E_step_final.R . E_step_final_FA.R . M_step.R . M_step_FA.R . RcppExports.R . SetClassDefn.R . basal_dataset.R . checks.R . control_options.R . coxph_utility.R . estimate_r.R . family_export.R . fit_dat.R . fit_dat_FA.R . formula_data_edits.R . glmmPen.R . glmmPen_FA.R . logLik_Pajor.R . logLik_Pajor_FA.R . methods.R . phmmPen.R . prescreen.R . prescreen_FA.R . sample_mc_functions.R . select_tune.R . select_tune_FA.R . sim_generation.R . sim_generation_FA.R . sim_generation_coxph.R . stanmodels.R . var_start_init.R . Full glmmPen package functions and examples
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