holiglm: Holistic Generalized Linear Models

Holistic generalized linear models (HGLMs) extend generalized linear models (GLMs) by enabling the possibility to add further constraints to the model. The 'holiglm' package simplifies estimating HGLMs using convex optimization. Additional information about the package can be found in the reference manual, the 'README' and the accompanying paper <doi:10.18637/jss.v108.i07>.

Version: 1.0.0
Depends: R (≥ 3.5.0), ROI.plugin.ecos
Imports: slam, checkmate, MASS, SuppDists, ROI (≥ 0.3-0)
Suggests: ROI.plugin.scs, tinytest (≥ 1.0.0), parallel, knitr, rmarkdown, bookdown, DiagrammeR
Published: 2024-02-15
Author: Benjamin Schwendinger [aut, cre], Florian Schwendinger [aut], Laura Vana [aut]
Maintainer: Benjamin Schwendinger <benjaminschwe at gmail.com>
License: GPL-3
NeedsCompilation: no
Citation: holiglm citation info
CRAN checks: holiglm results

Documentation:

Reference manual: holiglm.pdf
Vignettes: Conic Representable
Extending the holiglm package
Installing additional solvers

Downloads:

Package source: holiglm_1.0.0.tar.gz
Windows binaries: r-devel: holiglm_1.0.0.zip, r-release: holiglm_1.0.0.zip, r-oldrel: holiglm_1.0.0.zip
macOS binaries: r-release (arm64): holiglm_1.0.0.tgz, r-oldrel (arm64): holiglm_1.0.0.tgz, r-release (x86_64): holiglm_1.0.0.tgz
Old sources: holiglm archive

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