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.
2013
Settore SECS-S/01 - Statistica
9788867871179
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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/85445
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