smurf (version 1.1.5)

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

Description

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

Arguments

Author

Maintainer: Tom Reynkens tomreynkens@hotmail.com (ORCID)

Authors:

See Also