Package: penppml
Title: Penalized Poisson Pseudo Maximum Likelihood Regression
Version: 0.2.4
Authors@R: c(
    person(given = "Diego",
           family = "Ferreras Garrucho",
           role = "aut",
           email = "d.ferreras-garrucho@lse.ac.uk"),
    person(given = "Tom",
           family = "Zylkin",
           role = "aut",
           email = "tzylkin@richmond.edu"),
    person(given = "Joao",
           family = "Cruz",
           role = c("cre","ctb"),
           email = "joaocruz@iseg.ulisboa.pt"),
    person(given = "Nicolas",
           family = "Apfel",
           role = "ctb",
           email = "n.apfel@soton.ac.uk")
    )       
Description: 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>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
LazyDataCompression: gzip
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
LinkingTo: Rcpp, RcppEigen
Imports: Rcpp, glmnet, fixest, collapse, rlang, magrittr, matrixStats,
        dplyr, devtools
Depends: R (>= 2.10)
URL: https://github.com/tomzylkin/penppml
BugReports: https://github.com/tomzylkin/penppml/issues
Suggests: testthat (>= 3.0.0), MASS, knitr, rmarkdown, ggplot2,
        reshape2
Config/testthat/edition: 3
VignetteBuilder: knitr, rmarkdown
Config/pak/sysreqs: cmake libfontconfig1-dev libfreetype6-dev
        libfribidi-dev git make libharfbuzz-dev libgit2-dev libicu-dev
        libjpeg-dev libpng-dev libtiff-dev libuv1-dev libwebp-dev
        libxml2-dev libssl-dev libx11-dev zlib1g-dev
Repository: https://tomzylkin.r-universe.dev
Date/Publication: 2025-02-10 16:00:10 UTC
RemoteUrl: https://github.com/tomzylkin/penppml
RemoteRef: HEAD
RemoteSha: e6a4e2375c218eec27632e3a19b01450cdc9753f
NeedsCompilation: yes
Packaged: 2026-07-13 05:17:42 UTC; root
Author: Diego Ferreras Garrucho [aut],
  Tom Zylkin [aut],
  Joao Cruz [cre, ctb],
  Nicolas Apfel [ctb]
Maintainer: Joao Cruz <joaocruz@iseg.ulisboa.pt>