glmmPen
High Dimensional Penalized Generalized Linear Mixed Models (pGLMM)
Fits high dimensional penalized generalized linear mixed models using the Monte Carlo Expectation Conditional Minimization (MCECM) algorithm. The purpose of the package is to perform variable selection on both the fixed and random effects simultaneously for generalized linear mixed models. The package supports fitting of Binomial, Gaussian, and Poisson data with canonical links, and supports penalization using the MCP, SCAD, or LASSO penalties. The MCECM algorithm is described in Rashid et al. (2020) doi:10.1080/01621459.2019.1671197. The techniques used in the minimization portion of the procedure (the M-step) are derived from the procedures of the 'ncvreg' package (Breheny and Huang (2011) doi:10.1214/10-AOAS388) and 'grpreg' package (Breheny and Huang (2015) doi:10.1007/s11222-013-9424-2), with appropriate modifications to account for the estimation and penalization of the random effects. The 'ncvreg' and 'grpreg' packages also describe the MCP, SCAD, and LASSO penalties.
- Version1.5.4.8
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release08/29/2024
Documentation
Team
Hillary Heiling
Joseph Ibrahim
Show author detailsRolesAuthorNaim Rashid
Show author detailsRolesAuthorQuefeng Li
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 249 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 12 times.
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Last 365 days
This package has been downloaded 3,300 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 44 downloads.
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Dependencies
- Depends3 packages
- Imports11 packages
- Suggests3 packages
- Linking To8 packages