smurf-package {smurf}R Documentation

smurf: Sparse Multi-Type Regularized Feature Modeling

Description

Implementation of the SMuRF algorithm of Devriendt et al. (2021) doi:10.1016/j.insmatheco.2020.11.010 to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.

Author(s)

Maintainer: Tom Reynkens tomreynkens@hotmail.com (ORCID)

Authors:

See Also

Useful links:


[Package smurf version 1.1.5 Index]