Penalized Poisson Pseudo Maximum Likelihood Regression
Overview
A set of tools that enables efficient estimation of penalized Poisson Pseudo Maximum Likelihood regressions, using lasso or ridge penalties, for models that feature one or more sets of high-dimensional fixed effects. The methodology is based on Breinlich, Corradi, Rocha, Ruta, Santos Silva, and Zylkin (2021) http://hdl.handle.net/10986/35451 and takes advantage of the method of alternating projections of Gaure (2013) doi:10.1016/j.csda.2013.03.024 for dealing with HDFE, as well as the coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010) doi:10.18637/jss.v033.i01 for fitting lasso regressions. The package is also able to carry out cross-validation and to implement the plugin lasso of Belloni, Chernozhukov, Hansen and Kozbur (2016) doi:10.1080/07350015.2015.1102733.
Install
Health
NOTEdependencies in R coder-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Namespace in Imports field not imported from: ‘fixest’ All declared Imports should be used.
- NOTE11 OK, 2 NOTENow
- NOTE10 OK, 4 NOTE2026-04-22
- ERROR9 OK, 4 NOTE, 1 ERROR2026-04-18
- NOTE10 OK, 4 NOTE2026-03-10
Documentation
- Help pages
- 32 (2 internal)includes a package overview page
- Examples that run
- 9%1 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 9 never run
- Exported functions with examples
- 92%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Repository
5 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/tomzylkin/penppml on 2026-10-21.
Dependencies
Code & Tests
Datasets
People & History
Previously maintained by Nicolas Apfel (0.1.0 to 0.2.0).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.2.4Latest
- RR 4.4.0 released · 2024-04-24
- 0.2.32023-09-08 · diff ↗
- 0.2.22023-04-22 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.2.12022-12-16 · diff ↗
- 0.2.0
- RR 4.2.0 released · 2022-04-22
- 0.1.12022-01-03 · diff ↗
- 0.1.02021-09-09
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-09-09
- Total releases
- 7 / 5 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 969 KB / 2 files
- Download size
- 1.1 MB
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