Package: penppml 0.2.3

Joao Cruz

penppml: Penalized Poisson Pseudo Maximum Likelihood Regression

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>.

Authors:Diego Ferreras Garrucho [aut], Tom Zylkin [aut], Joao Cruz [cre], Nicolas Apfel [ctb]

penppml_0.2.3.tar.gz
penppml_0.2.3.zip(r-4.5)penppml_0.2.3.zip(r-4.4)penppml_0.2.3.zip(r-4.3)
penppml_0.2.3.tgz(r-4.4-x86_64)penppml_0.2.3.tgz(r-4.4-arm64)penppml_0.2.3.tgz(r-4.3-x86_64)penppml_0.2.3.tgz(r-4.3-arm64)
penppml_0.2.3.tar.gz(r-4.5-noble)penppml_0.2.3.tar.gz(r-4.4-noble)
penppml_0.2.3.tgz(r-4.4-emscripten)penppml_0.2.3.tgz(r-4.3-emscripten)
penppml.pdf |penppml.html✨
penppml/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/tomzylkin/penppml/issues

On CRAN:

12 exports 10 stars 1.77 score 117 dependencies 10 scripts 310 downloads

Last updated 1 years agofrom:2f8a07e7d1. Checks:OK: 1 NOTE: 8. Indexed: yes.

Exports:%>%bootstraphdfeppmlhdfeppml_inticebergmlfitppmlmlfitppml_intpenhdfeppmlpenhdfeppml_clusterpenhdfeppml_cluster_intpenhdfeppml_intxvalidate

Dependencies:askpassbase64encbrewbriobslibcachemcallrclicliprcodetoolscollapsecommonmarkcpp11crayoncredentialscurldescdevtoolsdiffobjdigestdownlitdplyrdreamerrellipsisevaluatefansifastmapfixestfontawesomeforeachFormulafsgenericsgertghgitcredsglmnetgluehighrhtmltoolshtmlwidgetshttpuvhttr2iniiteratorsjquerylibjsonliteknitrlaterlatticelifecyclemagrittrMatrixmatrixStatsmemoisemimeminiUInlmenumDerivopensslpillarpkgbuildpkgconfigpkgdownpkgloadpraiseprettyunitsprocessxprofvispromisespspurrrR6raggrappdirsrcmdcheckRcppRcppEigenrematch2remotesrlangrmarkdownroxygen2rprojrootrstudioapirversionssandwichsasssessioninfoshapeshinysourcetoolsstringistringmagicstringrsurvivalsyssystemfontstestthattextshapingtibbletidyselecttinytexurlcheckerusethisutf8vctrswaldowhiskerwithrxfunxml2xopenxtableyamlzipzoo