Gamma and Exponential Generalized Linear Models with Elastic Net Penalty
Overview
Implements the fast iterative shrinkage-thresholding algorithm (FISTA) algorithm to fit a Gamma distribution with an elastic net penalty as described in Chen, Arakvin and Martin (2018) doi:10.48550/arXiv.1804.07780. An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) doi:10.2139/ssrn.3085672.
- Removed redundant Maintainer field from DESCRIPTION (already specified in Authors@R).
- Added Encoding: UTF-8 to DESCRIPTION.
- Updated examples to conditionally check for PerformanceAnalytics availability using requireNamespace(), ensuring compatibility with noSuggests CRAN checks.
- Package now compatible with RPEIF 1.2.6.
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
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- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 2
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing RPEGLMEN adds 12 packages (10 with compiled code, 11 MB of source tarballs). Heaviest: robustbase 2.2 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- unarchivedReturned to CRAN2025-12-19
- 1.1.4Latest
- archivedRemoved from CRAN2025-12-17requires archived package 'RPEIF'
- RR 4.5.0 released · 2025-04-11
- 1.1.32025-03-30 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.1.22023-01-29 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.1.12021-05-14 · diff ↗
- 1.1.02020-10-25 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.0.12020-01-13 · diff ↗
- 1.02019-09-07
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- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-09-07
- Total releases
- 7 / 7 yrs
- License
- GPL (>= 2) OSI
- Download size
- 257 KB
Cite
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