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fastglm

Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen'

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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VersionRepositoryFileSize
0.0.4 2026-04-09 windows/windows R-4.5 fastglm_0.0.4.zip 622.7 KiB

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