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.

Version: 0.0.3
Depends: bigmemory
Imports: Rcpp (≥ 0.12.13), methods
LinkingTo: Rcpp, RcppEigen, BH, bigmemory
Suggests: knitr, rmarkdown, glm2
Published: 2022-05-23
DOI: 10.32614/CRAN.package.fastglm
Author: Jared Huling [aut, cre], Douglas Bates [cph], Dirk Eddelbuettel [cph], Romain Francois [cph], Yixuan Qiu [cph]
Maintainer: Jared Huling <jaredhuling at gmail.com>
BugReports: https://github.com/jaredhuling/fastglm/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
CRAN checks: fastglm results

Documentation:

Reference manual: fastglm.pdf
Vignettes: Quick Usage Guide

Downloads:

Package source: fastglm_0.0.3.tar.gz
Windows binaries: r-devel: fastglm_0.0.3.zip, r-release: fastglm_0.0.3.zip, r-oldrel: fastglm_0.0.3.zip
macOS binaries: r-release (arm64): fastglm_0.0.3.tgz, r-oldrel (arm64): fastglm_0.0.3.tgz, r-release (x86_64): fastglm_0.0.3.tgz, r-oldrel (x86_64): fastglm_0.0.3.tgz
Old sources: fastglm archive

Reverse dependencies:

Reverse depends: FBMS
Reverse imports: crctStepdown, ddecompose, DRDID, fastcpd, GWASinlps, HTRX, simstudy
Reverse linking to: crctStepdown, simstudy
Reverse suggests: btergm, familiar, registr

Linking:

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