Regularized Estimating Equations

Unified regularized estimating equation solver. Currently the package includes one solver with the l1 penalty only. More solvers and penalties are under development. Reference: Yi Yang, Yuwen Gu, Yue Zhao, Jun Fan (2021) .


Reference manual

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1.0 by Yi Lian, 18 days ago

Browse source code at

Authors: Yi Lian [aut, cre] , Yi Yang [aut, cph] , Sahir Bhatnagar [aut] , Robert W. Platt [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Suggests testthat

Linking to Rcpp, RcppArmadillo

See at CRAN