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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.

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:

Please use the canonical form https://CRAN.R-project.org/package=fastglm to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.