Holistic Generalized Linear Models

Holistic generalized linear models (HGLMs) extend generalized linear models (GLMs) by enabling the possibility to add further constraints to the model. The 'holiglm' package simplifies estimating HGLMs using convex optimization. Additional information about the package can be found in the reference manual, the 'README' and the accompanying paper .


Reference manual

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

install.packages("holiglm")

1.0.1 by Benjamin Schwendinger, 2 years ago


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


Authors: Benjamin Schwendinger [aut, cre] , Florian Schwendinger [aut] , Laura Vana [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports slam, checkmate, MASS, SuppDists, ROI

Depends on ROI.plugin.ecos

Suggests ROI.plugin.scs, ROI.plugin.clarabel, tinytest, parallel, knitr, rmarkdown, bookdown, DiagrammeR


See at CRAN