SplitGLM
Split Generalized Linear Models
Functions to compute split generalized linear models. The approach fits generalized linear models that split the covariates into groups. The optimal split of the variables into groups and the regularized estimation of the coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them. Example applications can be found in Christidis et al. (2021)
- Version1.0.5
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release11/22/2022
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Team
Anthony Christidis
Stefan Van Aelst
Show author detailsRolesAuthorRuben Zamar
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