Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen'

Fits generalized linear models efficiently using 'RcppEigen'. The iteratively reweighted least squares implementation utilizes the step-halving approach of Marschner (2011) to help safeguard against convergence issues.


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Reference manual

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install.packages("fastglm")

0.0.1 by Jared Huling, 6 months ago


Report a bug at https://github.com/jaredhuling/fastglm/issues


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


Authors: Jared Huling [aut, cre] , Douglas Bates [cph] , Dirk Eddelbuettel [cph] , Romain Francois [cph] , Yixuan Qiu [cph]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Suggests knitr, rmarkdown, glm2

Linking to Rcpp, RcppEigen


Suggested by btergm.


See at CRAN