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.


Reference manual

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1.0.2 by Anthony Christidis, a year ago

Browse source code at https://github.com/cran/SplitGLM

Authors: Anthony Christidis <[email protected]> , Stefan Van Aelst <[email protected]> , Ruben Zamar <[email protected]>

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Suggests testthat, vctrs, mvnfast, glmnet

Linking to Rcpp, RcppArmadillo

See at CRAN