Cyclops

Cyclic Coordinate Descent for Logistic, Poisson and Survival Analysis

Marc A. Suchard, Martijn J. Schuemie, Yuxi Tian, Jianxiao Yang, Eric Kawaguchi, Trevor R. Shaddox

Last update: 31 October 2023

Copyright license: Apache License, Version 2.0

Software version identifier: 3.3.0, 3.3.1, 1.2.0, 1.2.2, 1.3.0, 1.3.2, 1.3.4, 2.0.0, 2.0.1, 2.0.2, 2.0.3, 3.0.0, 3.1.0, 3.1.1, 3.1.2, 3.2.0, 3.2.1, 3.4.0

Source code repository: https://github.com/cran/Cyclops

Description

This model fitting tool incorporates cyclic coordinate descent and majorization-minimization approaches to fit a variety of regression models found in large-scale observational healthcare data. Implementations focus on computational optimization and fine-scale parallelization to yield efficient inference in massive datasets. Please see: Suchard, Simpson, Zorych, Ryan and Madigan (2013) <doi:10.1145/2414416.2414791>.

Cites work

Massive Parallelization of Serial Inference Algorithms for a Complex Generalized Linear Model