Differential Geometric Least Angle Regression

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.


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install.packages("dglars")

2.1.5 by Luigi Augugliaro, 3 months ago


http://www.jstatsoft.org/v59/i08/.


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


Authors: Luigi Augugliaro [aut, cre] , Angelo Mineo [aut] , Ernst Wit [aut] , Hassan Pazira [aut] , Michael Wichura [ctb, cph] , John Burkardt [ctb, cph]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods

Depends on Matrix


See at CRAN