Gamma and Exponential Generalized Linear Models with Elastic Net Penalty

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) . An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) <>.


Reference manual

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1.1.1 by Anthony Christidis, 8 months ago

Browse source code at

Authors: Anthony Christidis <[email protected]> , Xin Chen <[email protected]> , Daniel Hanson <[email protected]>

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, RPEIF

Suggests R.rsp, testthat, PerformanceAnalytics

Linking to Rcpp, RcppEigen

System requirements: C++11

Imported by RPESE.

See at CRAN