Provides functions to fit Accurate Generalized Linear Model (AGLM) models, visualize them, and predict for new data. AGLM is defined as a regularized GLM which applies a sort of feature transformations using a discretization of numerical features and specific coding methodologies of dummy variables. For more information on AGLM, see Suguru Fujita, Toyoto Tanaka, Kenji Kondo and Hirokazu Iwasawa (2020) < https://www.institutdesactuaires.com/global/gene/link.php?doc_id=16273&fg=1>.
Accurate Generalized Linear Model (AGLM) is defined as a regularized GLM which applying a sort of feature transformations using a discretization of numerical features and specific coding methodologies of dummy variables. More details can be found in our paper.
2021/6/6: Now our paper won Charles A. Hachemeister Prize.
# The simplest way:
install.packages("aglm")
# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("kkondo1981/aglm", ref="develop")
See the help as below after installing aglm.
library(aglm)
?"aglm-package"