r-rpeglmen 1.1.3
Channel: guix-cran
Home page: https://cran.r-project.org/package=RPEGLMEN
Licenses: GPL 2+
Synopsis: Gamma and Exponential Generalized Linear Models with Elastic Net Penalty
Description:
This package 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) <doi:10.2139/ssrn.3085672>.
Total results: 1