6533b860fe1ef96bd12c3084

RESEARCH PRODUCT

Using the dglars Package to Estimate a Sparse Generalized Linear Model

Luigi AugugliaroAngelo Mineo

subject

Generalized linear modelFortranLeast-angle regressionGeneralized linear array modelFeature selectionSparse approximationdgLARS generalized linear models sparse models variable selectionGeneralized linear mixed modelSettore SECS-S/01 - StatisticacomputerGeneralized estimating equationAlgorithmMathematicscomputer.programming_language

description

dglars is a publicly available R package that implements the method proposed in Augugliaro et al. (J. R. Statist. Soc. B 75(3), 471-498, 2013) developed to study the sparse structure of a generalized linear model (GLM). This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method. The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve. dglars is a publicly available R package that implements the method proposed in Augugliaro et al. (J. R. Statist. Soc. B 75(3), 471-498, 2013) developed to study the sparse structure of a generalized linear model (GLM). This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method. The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve.

yearjournalcountryeditionlanguage
2015-01-01
10.1007/978-3-319-17377-1_1http://hdl.handle.net/10447/147755