fastglm

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

CRAN Package

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.

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