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LUIGI AUGUGLIARO

Using the dglars Package to Estimate a Sparse Generalized Linear Model

  • Authors: Augugliaro, L; Mineo, A
  • Publication year: 2015
  • Type: Capitolo o Saggio (Capitolo o saggio)
  • Key words: dgLARS, generalized linear models, sparse models , variable selection
  • OA Link: http://hdl.handle.net/10447/147755

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.