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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.

Functions (9)

deviance

deviance method for fastglm fitted objects

family

family method for fastglm fitted objects

fastglm

fast generalized linear model fitting

fastglmPure

fast generalized linear model fitting

logLik

logLik method for fastglm fitted objects

predict.fastglm

Obtains predictions and optionally estimates standard errors of those predictions from a fitted generalized linear model object.

print

print method for fastglm objects

residuals

residuals method for fastglm fitted objects

summary

summary method for fastglm fitted objects

fastglm

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

v0.0.1

GPL (>= 2)

Authors

Jared Huling [aut, cre], Douglas Bates [cph], Dirk Eddelbuettel [cph], Romain Francois [cph], Yixuan Qiu [cph]

Initial release

fastglm

Functions (9)

fastglm

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