smurf

smurf-package

<p>Implementation of the SMuRF algorithm of Devriendt et al. (2021) &lt;doi:10.1016/j.insmatheco.2020.11.010&gt; to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.</p>

Implementation of the SMuRF algorithm of Devriendt et al. (2021) <doi:10.1016/j.insmatheco.2020.11.010> to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.

Tom Reynkens

Sparse Multi-Type Regularized Feature Modeling

smurf-package: smurf: Sparse Multi-Type Regularized Feature Modeling

Description

Arguments

See Also