dglars is a public available R package that implements the method proposed in Augugliaro, Mineo and Wit (2013) developed to study the sparse structure of a generalized linear model. This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method (LARS). The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve; specifically a predictor-corrector algorithm and a cyclic coordinate descent algorithm.
Augugliaro, L., Mineo, A. (2013). Estimation of sparse generalized linear models: the dglars package. In Cladag 2013 9th Meeting of the Classification and Data Analysis Group: Book of Abstracts (pp. 20-23). Tommaso Minerva, Isabella Morlini, Francesco Palumbo.
Estimation of sparse generalized linear models: the dglars package
AUGUGLIARO, Luigi;MINEO, Angelo
2013-01-01
Abstract
dglars is a public available R package that implements the method proposed in Augugliaro, Mineo and Wit (2013) developed to study the sparse structure of a generalized linear model. This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method (LARS). The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve; specifically a predictor-corrector algorithm and a cyclic coordinate descent algorithm.
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