CRAN
dglars 2.1.2
Differential Geometric Least Angle Regression
Released Jun 14, 2019 by Luigi Augugliaro
This package cannot yet be used with Renjin because there was a problem building the package using Renjin's toolchain. View Build Log
Dependencies
Differential geometric least angle regression method for fitting sparse generalized linear models. In this version of the package, the user can fit models specifying Gaussian, Poisson, Binomial, Gamma and Inverse Gaussian family. Furthermore, several link functions can be used to model the relationship between the conditional expected value of the response variable and the linear predictor. The solution curve can be computed using an efficient predictor-corrector or a cyclic coordinate descent algorithm, as described in the paper linked to via the URL below.