Abstract
dglars is a publicly available R package that implements the method proposed in Augugliaro et al. (J. R. Statist. Soc. B 75(3), 471–498, 2013) developed to study the sparse structure of a generalized linear model (GLM). This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method. The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve.
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Augugliaro, L., Mineo, A.M. (2015). Using the dglars Package to Estimate a Sparse Generalized Linear Model. In: Morlini, I., Minerva, T., Vichi, M. (eds) Advances in Statistical Models for Data Analysis. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Cham. https://doi.org/10.1007/978-3-319-17377-1_1
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DOI: https://doi.org/10.1007/978-3-319-17377-1_1
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-17376-4
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