SplitGLM: Split Generalized Linear Models

Functions to compute split generalized linear models. The approach fits generalized linear models that split the covariates into groups. The optimal split of the variables into groups and the regularized estimation of the coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them. Example applications can be found in Christidis et al. (2021) <doi:10.48550/arXiv.2102.08591>.

Version: 1.0.5
Imports: Rcpp (≥ 1.0.3)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, vctrs, mvnfast
Published: 2022-11-22
DOI: 10.32614/CRAN.package.SplitGLM
Author: Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut]
Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: SplitGLM results


Reference manual: SplitGLM.pdf


Package source: SplitGLM_1.0.5.tar.gz
Windows binaries: r-devel: SplitGLM_1.0.5.zip, r-release: SplitGLM_1.0.5.zip, r-oldrel: SplitGLM_1.0.5.zip
macOS binaries: r-release (arm64): SplitGLM_1.0.5.tgz, r-oldrel (arm64): SplitGLM_1.0.5.tgz, r-release (x86_64): SplitGLM_1.0.5.tgz, r-oldrel (x86_64): SplitGLM_1.0.5.tgz
Old sources: SplitGLM archive

Reverse dependencies:

Reverse imports: stepSplitReg


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