fastglm (Q61518)
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Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen'
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | fastglm |
Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen' |
Statements
expanded from: GPL (≥ 2) (English)
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27 August 2026
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Fits generalized linear models efficiently using 'RcppEigen'. The iteratively reweighted least squares implementation utilizes the step-halving approach of Marschner (2011) <doi:10.32614/RJ-2011-012> to help safeguard against convergence issues.
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