R package glamlasso. Efficient design matrix free procedure for penalized estimation in large scale 2 and 3-dimensional generalized linear array models. Currently either Lasso or SCAD penalized estimation is possible for the followings models: The Gaussian model with identity link, the Binomial model with logit link, the Poisson model with log link and the Gamma model with log link.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Lund, Adam; Hansen, Niels Richard: Sparse network estimation for dynamical spatio-temporal array models (2019)
- Adam Lund, Søren Wengel Mogensen, Niels Richard Hansen: Soft Maximin Aggregation of Heterogeneous Array Data (2018) arXiv