dglars: An R Package to Estimate Sparse Generalized Linear Models

dglars is a publicly 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...

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Bibliographic Details
Main Authors: Luigi Augugliaro, Angelo Mineo, Ernst C. Wit
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2014-09-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2166