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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.0.1 by Jared Huling, 3 years ago

Report a bug at

Browse source code at

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

Imported by crctStepdown.

Suggested by btergm.

See at CRAN