RPEGLMEN
Gamma and Exponential Generalized Linear Models with Elastic Net Penalty
Implements the fast iterative shrinkage-thresholding algorithm (FISTA) algorithm to fit a Gamma distribution with an elastic net penalty as described in Chen, Arakvin and Martin (2018) <doi:10.48550/arXiv.1804.07780>. An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) <doi:10.2139/ssrn.3085672>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.4 |
2026-04-09 windows/windows R-4.5 | RPEGLMEN_1.1.4.zip |
614.3 KiB |