Using the dglars Package to Estimate a Sparse Generalized Linear Model

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Abstract

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.
Lingua originaleEnglish
Titolo della pubblicazione ospiteAdvances in Statistical Models for Data Analysis
Pagine1-8
Numero di pagine8
Stato di pubblicazionePublished - 2015

Serie di pubblicazioni

NomeSTUDIES IN CLASSIFICATION, DATA ANALYSIS, AND KNOWLEDGE ORGANIZATION

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Mineo, A., & Augugliaro, L. (2015). Using the dglars Package to Estimate a Sparse Generalized Linear Model. In Advances in Statistical Models for Data Analysis (pagg. 1-8). (STUDIES IN CLASSIFICATION, DATA ANALYSIS, AND KNOWLEDGE ORGANIZATION).