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ANGELO MINEO

Estimation of sparse generalized linear models: the dglars package

  • Autori: Augugliaro, L; Mineo, A
  • Anno di pubblicazione: 2013
  • Tipologia: Contributo in atti di convegno pubblicato in volume
  • OA Link: http://hdl.handle.net/10447/85445

Abstract

dglars is a public available R package that implements the method proposed in Augugliaro, Mineo and Wit (2013) developed to study the sparse structure of a generalized linear model. This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method (LARS). The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve; specifically a predictor-corrector algorithm and a cyclic coordinate descent algorithm.