dglars

Differential Geometric Least Angle Regression

Ernst Wit, Angelo Mineo, Hassan Pazira, Luigi Augugliaro

Last update: 9 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.1.6, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0, 2.0.0, 2.0.1, 2.1.0, 2.1.1, 2.1.2, 2.1.3, 2.1.4, 2.1.5, 2.1.7

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

Description

Differential geometric least angle regression method for fitting sparse generalized linear models. In this version of the package, the user can fit models specifying Gaussian, Poisson, Binomial, Gamma and Inverse Gaussian family. Furthermore, several link functions can be used to model the relationship between the conditional expected value of the response variable and the linear predictor. The solution curve can be computed using an efficient predictor-corrector or a cyclic coordinate descent algorithm, as described in the paper linked to via the URL below.