SplitGLM: Split Generalized Linear Models

Functions to compute split generalized linear models. The approach fits generalized linear models that split the covariates into groups. The optimal split of the variables into groups and the regularized estimation of the coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them.

Version: 1.0.2
Imports: Rcpp (≥ 1.0.3)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, vctrs, mvnfast, glmnet
Published: 2021-02-27
Author: Anthony Christidis, Stefan Van Aelst, Ruben Zamar
Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: SplitGLM results

Downloads:

Reference manual: SplitGLM.pdf
Package source: SplitGLM_1.0.2.tar.gz
Windows binaries: r-devel: SplitGLM_1.0.2.zip, r-devel-UCRT: SplitGLM_1.0.2.zip, r-release: SplitGLM_1.0.2.zip, r-oldrel: SplitGLM_1.0.2.zip
macOS binaries: r-release (arm64): SplitGLM_1.0.2.tgz, r-release (x86_64): SplitGLM_1.0.2.tgz, r-oldrel: SplitGLM_1.0.2.tgz
Old sources: SplitGLM archive

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